Download or read book Approximate Solution for Nonlinear Filtering and Identification Problems written by Saleh M. Radaideh and published by . This book was released on 1995 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Filtering and identification problems of partially observable stochastic dynamical systems has been considered. A modification of the extended Kalman filter (EKF) called a modified extended Kalman filter (MEKF) and a theoretical justification for this modification have been investigated. A simple but powerful numerical method for the approximation of the unnormalized conditional (probability) density of filtered diffusion process which satisfies Zakai equation arises from diffusion processes observed in correlated (or uncorrelated) noises and solves the nonlinear filtering problem has been presented. Using Galerkin technique the solution of Zakai equation has been approximated by means of a sequence of nonstandard basis functions given by a parameterized family of Gaussian densities. The spatial domain for the solution of Zakai equation and the completeness of the Gaussian densities have been also investigated. The methods are illustrated by some numerical examples. Techniques of optimal control theory as well as linear filter theory have been utilized in identifying the parameters of linear (partially observable) stochastic differential systems. Using the method of simulated annealing a computational algorithm for identifying the unknown parameters from the available observation has been derived. The results are illustrated by some examples.

Download or read book Approximate Solution Algorithms for Nonlinear Filter Problems written by Andrew P. Sage and published by . This book was released on 1968 with total page 5 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper presents a summary and evaluation of several approximation procedures which may be used to obtain maximum a-posterior density estimates, least integral square error and minimum covariance of error sequential state and parameter estimators in nonlinear systems. A simple example which illustrates the similarities and differences of the computational algorithms for the various methods is presented. (Author).

Download or read book Nonlinear Filtering and Approximation Techniques written by E. Pardoux and published by . This book was released on 1988 with total page 165 pages. Available in PDF, EPUB and Kindle. Book excerpt: This research concerned the theory of nonlinear filtering and numerical approximation in nonlinear filtering. The following results were obtained: 1) Under very general conditions it is shown that the conditional density in nonlinear filtering is the unique solution, within an appropriate class of functions, of the Zakai equation. The main conditions is that all coefficients are bounded and smooth. These coefficients are allowed to depend on the history of the observed process; 2) Developed a Lie algebraic criterion for the non-existence of finite dimensional filters; 3) Studied numerical methods for the approximate solution of Zakai's stochastic partial differential equations; 4) Developed approximate finite dimensional filters for high signal to noise ratio problems; and 5) Compared two algorithms for maximizing the likelihood function associated with parameter estimation in partially observed diffusion processes. (KR).

Download or read book Linear And Nonlinear Filtering For Scientists And Engineers written by Nasir Uddin Ahmed and published by World Scientific. This book was released on 1999-01-22 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book combines both rigor and intuition to derive most of the classical results of linear and nonlinear filtering and beyond. Many fundamental results recently discovered by the author are included. Furthermore, many results that have appeared in recent years in the literature are also presented. The most interesting feature of the book is that all the derivations of the linear filter equations given in Chapters 3-11, beginning from the classical Kalman filter presented in Chapters 3 and 5, are based on one basic principle which is fully rigorous but also very intuitive and easily understandable. The second most interesting feature is that the book provides a rigorous theoretical basis for the numerical solution of nonlinear filter equations illustrated by multidimensional examples. The book also provides a strong foundation for theoretical understanding of the subject based on the theory of stochastic differential equations.

Download or read book Nonlinear Filtering written by Jitendra R. Raol and published by CRC Press. This book was released on 2017-07-12 with total page 581 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonlinear Filtering covers linear and nonlinear filtering in a comprehensive manner, with appropriate theoretic and practical development. Aspects of modeling, estimation, recursive filtering, linear filtering, and nonlinear filtering are presented with appropriate and sufficient mathematics. A modeling-control-system approach is used when applicable, and detailed practical applications are presented to elucidate the analysis and filtering concepts. MATLAB routines are included, and examples from a wide range of engineering applications - including aerospace, automated manufacturing, robotics, and advanced control systems - are referenced throughout the text.

Download or read book Informe de la Comisi n T cnica Dirimidora entre el Estado y The Peruvian Corporation Limited de 1967 written by KSKSKS and published by . This book was released on 1972 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1992 with total page 594 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Nonlinear Filtering written by Jitendra R. Raol and published by CRC Press. This book was released on 2017-07-12 with total page 1079 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonlinear Filtering covers linear and nonlinear filtering in a comprehensive manner, with appropriate theoretic and practical development. Aspects of modeling, estimation, recursive filtering, linear filtering, and nonlinear filtering are presented with appropriate and sufficient mathematics. A modeling-control-system approach is used when applicable, and detailed practical applications are presented to elucidate the analysis and filtering concepts. MATLAB routines are included, and examples from a wide range of engineering applications - including aerospace, automated manufacturing, robotics, and advanced control systems - are referenced throughout the text.

Download or read book Nonlinear Filtering and Optimal Phase Tracking written by Zeev Schuss and published by Springer Science & Business Media. This book was released on 2011-11-16 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers an analytical rather than measure-theoretical approach to the derivation of the partial differential equations of nonlinear filtering theory. The basis for this approach is the discrete numerical scheme used in Monte-Carlo simulations of stochastic differential equations and Wiener's associated path integral representation of the transition probability density. Furthermore, it presents analytical methods for constructing asymptotic approximations to their solution and for synthesizing asymptotically optimal filters. It also offers a new approach to the phase tracking problem, based on optimizing the mean time to loss of lock. The book is based on lecture notes from a one-semester special topics course on stochastic processes and their applications that the author taught many times to graduate students of mathematics, applied mathematics, physics, chemistry, computer science, electrical engineering, and other disciplines. The book contains exercises and worked-out examples aimed at illustrating the methods of mathematical modeling and performance analysis of phase trackers.

Download or read book Nonlinear Filters written by Hisashi Tanizaki and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 215 pages. Available in PDF, EPUB and Kindle. Book excerpt: For a nonlinear filtering problem, the most heuristic and easiest approximation is to use the Taylor series expansion and apply the conventional linear recursive Kalman filter algorithm directly to the linearized nonlinear measurement and transition equations. First, it is discussed that the Taylor series expansion approach gives us the biased estimators. Next, a Monte-Carlo simulation filter is proposed, where each expectation of the nonlinear functions is evaluated generating random draws. It is shown from Monte-Carlo experiments that the Monte-Carlo simulation filter yields the unbiased but inefficient estimator. Anotherapproach to the nonlinear filtering problem is to approximate the underlyingdensity functions of the state vector. In this monograph, a nonlinear and nonnormal filter is proposed by utilizing Monte-Carlo integration, in which a recursive algorithm of the weighting functions is derived. The densityapproximation approach gives us an asymptotically unbiased estimator. Moreover, in terms of programming and computational time, the nonlinear filter using Monte-Carlo integration can be easily extended to higher dimensional cases, compared with Kitagawa's nonlinear filter using numericalintegration.

Download or read book Nonlinear Filters written by Peyman Setoodeh and published by John Wiley & Sons. This book was released on 2022-03-04 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: NONLINEAR FILTERS Discover the utility of using deep learning and (deep) reinforcement learning in deriving filtering algorithms with this insightful and powerful new resource Nonlinear Filters: Theory and Applications delivers an insightful view on state and parameter estimation by merging ideas from control theory, statistical signal processing, and machine learning. Taking an algorithmic approach, the book covers both classic and machine learning-based filtering algorithms. Readers of Nonlinear Filters will greatly benefit from the wide spectrum of presented topics including stability, robustness, computability, and algorithmic sufficiency. Readers will also enjoy: Organization that allows the book to act as a stand-alone, self-contained reference A thorough exploration of the notion of observability, nonlinear observers, and the theory of optimal nonlinear filtering that bridges the gap between different science and engineering disciplines A profound account of Bayesian filters including Kalman filter and its variants as well as particle filter A rigorous derivation of the smooth variable structure filter as a predictor-corrector estimator formulated based on a stability theorem, used to confine the estimated states within a neighborhood of their true values A concise tutorial on deep learning and reinforcement learning A detailed presentation of the expectation maximization algorithm and its machine learning-based variants, used for joint state and parameter estimation Guidelines for constructing nonparametric Bayesian models from parametric ones Perfect for researchers, professors, and graduate students in engineering, computer science, applied mathematics, and artificial intelligence, Nonlinear Filters: Theory and Applications will also earn a place in the libraries of those studying or practicing in fields involving pandemic diseases, cybersecurity, information fusion, augmented reality, autonomous driving, urban traffic network, navigation and tracking, robotics, power systems, hybrid technologies, and finance.

Download or read book System Identification written by James L Melsa and published by Academic Press. This book was released on 1971-06-26 with total page 239 pages. Available in PDF, EPUB and Kindle. Book excerpt: System Identification

Download or read book An Optimal Approximation for a Certain Class of Nonlinear Filtering Problems written by Talal Umar Halawani and published by . This book was released on 1983 with total page 43 pages. Available in PDF, EPUB and Kindle. Book excerpt: A new approximation technique to a certain class of nonlinear filtering problems is considered. The method is based on an approximation of nonlinear, partially observable systems by a stochastic control problem with fully observable state. The filter development proceeds from the assumption that the unobservables are conditionally Gaussian with respect to the observations initially. The concepts of both conditionally Gaussian processes and an optimal-control approach to filtering are utilized in the filter development. A two-step, nonlinear, recursive estimation procedure (TNF), compatible with the logical structure of the optimal mean-square estimator, generates a finite-dimensional, nonlinear filter with improved characteristics over most of the traditional methods. Moreover, a close (in the mean-square sense) approximation for the original system will be generated as well. In general the nonlinear filtering problem does not have a finite-dimensional recursive synthesis. Thus, the proposed technique may expand the range of practical problems that can be handled by nonlinear filtering. Application of the derived multi-dimensional filtering algorithm to two low-order, nonlinear tracking problems according to a global criterion and a local-time criterion respectively are presented.

Download or read book The Circuits and Filters Handbook written by Wai-Kai Chen and published by CRC Press. This book was released on 2002-12-23 with total page 3076 pages. Available in PDF, EPUB and Kindle. Book excerpt: A bestseller in its first edition, The Circuits and Filters Handbook has been thoroughly updated to provide the most current, most comprehensive information available in both the classical and emerging fields of circuits and filters, both analog and digital. This edition contains 29 new chapters, with significant additions in the areas of computer-

Download or read book Applied Mechanics Reviews written by and published by . This book was released on 1973 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Stochastic Processes in Physics and Engineering written by Sergio Albeverio and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: Approach your problems from the right end It isn't that they can't see the solution. It is and begin with the answers. Then one day, that they can't see the problem. perhaps you will find the final question. O. K. Chesterton. The Scandal of Father 'The Hermit Qad in Crane Feathers' in R. Brown 'The point of a Pin'. van Gu!ik's The Chinese Maze Murders. Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the "tree" of knowledge of mathematics and related fields does not grow only by putting forth new branches. It also happens, quite often in fact, that branches which were thought to be completely disparate are suddenly seen to be related. Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non-trivially) in regional and theoretical economics; algebraic geometry interacts with physics; the Minkowsky lemma, coding theory and the structure of water meet one another in packing and covering theory; quantum fields, crystal defects and mathematical programming profit from homotopy theory; Lie algebras are relevant to filtering; and prediction and electrical engineering can use Stein spaces. And in addition to this there are such new emerging subdisciplines as "experimental mathematics", "CFD", "completely integrable systems", "chaos, synergetics and large-scale order", which are almost impossible to fit into the existing classification schemes. They draw upon widely different sections of mathematics.

Download or read book OAR written by and published by . This book was released on 1967 with total page 570 pages. Available in PDF, EPUB and Kindle. Book excerpt: