Download or read book Sequential Monte Carlo Methods in Practice written by Arnaud Doucet and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 590 pages. Available in PDF, EPUB and Kindle. Book excerpt: Monte Carlo methods are revolutionizing the on-line analysis of data in many fileds. They have made it possible to solve numerically many complex, non-standard problems that were previously intractable. This book presents the first comprehensive treatment of these techniques.
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1994 with total page 892 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Classical and Modern Numerical Analysis written by Azmy S. Ackleh and published by CRC Press. This book was released on 2009-07-20 with total page 628 pages. Available in PDF, EPUB and Kindle. Book excerpt: Classical and Modern Numerical Analysis: Theory, Methods and Practice provides a sound foundation in numerical analysis for more specialized topics, such as finite element theory, advanced numerical linear algebra, and optimization. It prepares graduate students for taking doctoral examinations in numerical analysis.The text covers the main areas o
Download or read book Bayesian Filtering and Smoothing written by Simo Särkkä and published by Cambridge University Press. This book was released on 2013-09-05 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: A unified Bayesian treatment of the state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models.
Download or read book Parameter Estimation and Inverse Problems written by Richard C. Aster and published by Elsevier. This book was released on 2018-10-16 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt: Parameter Estimation and Inverse Problems, Third Edition, is structured around a course at New Mexico Tech and is designed to be accessible to typical graduate students in the physical sciences who do not have an extensive mathematical background. The book is complemented by a companion website that includes MATLAB codes that correspond to examples that are illustrated with simple, easy to follow problems that illuminate the details of particular numerical methods. Updates to the new edition include more discussions of Laplacian smoothing, an expansion of basis function exercises, the addition of stochastic descent, an improved presentation of Fourier methods and exercises, and more. - Features examples that are illustrated with simple, easy to follow problems that illuminate the details of a particular numerical method - Includes an online instructor's guide that helps professors teach and customize exercises and select homework problems - Covers updated information on adjoint methods that are presented in an accessible manner
Download or read book Bayesian Bounds for Parameter Estimation and Nonlinear Filtering Tracking written by Harry L. Van Trees and published by Wiley-IEEE Press. This book was released on 2007-08-31 with total page 951 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first comprehensive development of Bayesian Bounds for parameter estimation and nonlinear filtering/tracking Bayesian estimation plays a central role in many signal processing problems encountered in radar, sonar, communications, seismology, and medical diagnosis. There are often highly nonlinear problems for which analytic evaluation of the exact performance is intractable. A widely used technique is to find bounds on the performance of any estimator and compare the performance of various estimators to these bounds. This book provides a comprehensive overview of the state of the art in Bayesian Bounds. It addresses two related problems: the estimation of multiple parameters based on noisy measurements and the estimation of random processes, either continuous or discrete, based on noisy measurements. An extensive introductory chapter provides an overview of Bayesian estimation and the interrelationship and applicability of the various Bayesian Bounds for both static parameters and random processes. It provides the context for the collection of papers that are included. This book will serve as a comprehensive reference for engineers and statisticians interested in both theory and application. It is also suitable as a text for a graduate seminar or as a supplementary reference for an estimation theory course.
Download or read book Optimal Digital Computer Control of Nuclear Reactors written by Walter Charles Lipinski and published by . This book was released on 1969 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Nonlinear Systems written by Dongbin Lee and published by BoD – Books on Demand. This book was released on 2016-10-19 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book consists mainly of two parts: Chapter 1 - Chapter 7 and Chapter 8 - Chapter 14. Chapter 1 and Chapter 2 treat design techniques based on linearization of nonlinear systems. An analysis of nonlinear system over quantum mechanics is discussed in Chapter 3. Chapter 4 to Chapter 7 are estimation methods using Kalman filtering while solving nonlinear control systems using iterative approach. Optimal approaches are discussed in Chapter 8 with retarded control of nonlinear system in singular situation, and Chapter 9 extends optimal theory to H-infinity control for a nonlinear control system.Chapters 10 and 11 present the control of nonlinear dynamic systems, twin-rotor helicopter and 3D crane system, which are both underactuated, cascaded dynamic systems. Chapter 12 applies controls to antisynchronization/synchronization in the chaotic models based on Lyapunov exponent theorem, and Chapter 13 discusses developed stability analytic approaches in terms of Lyapunov stability. The analysis of economic activities, especially the relationship between stock return and economic growth, is presented in Chapter 14.
Download or read book Proceedings of the Fourteenth Midwest Symposium on Circuit Theory written by and published by . This book was released on 1971 with total page 1118 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Identification of Continuous Time Systems written by Allamaraju Subrahmanyam and published by CRC Press. This book was released on 2019-12-06 with total page 94 pages. Available in PDF, EPUB and Kindle. Book excerpt: Models of dynamical systems are required for various purposes in the field of systems and control. The models are handled either in discrete time (DT) or in continuous time (CT). Physical systems give rise to models only in CT because they are based on physical laws which are invariably in CT. In system identification, indirect methods provide DT models which are then converted into CT. Methods of directly identifying CT models are preferred to the indirect methods for various reasons. The direct methods involve a primary stage of signal processing, followed by a secondary stage of parameter estimation. In the primary stage, the measured signals are processed by a general linear dynamic operation—computational or realized through prefilters, to preserve the system parameters in their native CT form—and the literature is rich on this aspect. In this book: Identification of Continuous-Time Systems-Linear and Robust Parameter Estimation, Allamaraju Subrahmanyam and Ganti Prasada Rao consider CT system models that are linear in their unknown parameters and propose robust methods of estimation. This book complements the existing literature on the identification of CT systems by enhancing the secondary stage through linear and robust estimation. In this book, the authors provide an overview of CT system identification, consider Markov-parameter models and time-moment models as simple linear-in-parameters models for CT system identification, bring them into mainstream model parameterization via basis functions, present a methodology to robustify the recursive least squares algorithm for parameter estimation of linear regression models, suggest a simple off-line error quantification scheme to show that it is possible to quantify error even in the absence of informative priors, and indicate some directions for further research. This modest volume is intended to be a useful addition to the literature on identifying CT systems.
Download or read book The 1st International Workshop on the Quality of Geodetic Observation and Monitoring Systems QuGOMS 11 written by Hansjörg Kutterer and published by Springer. This book was released on 2014-12-06 with total page 179 pages. Available in PDF, EPUB and Kindle. Book excerpt: These proceedings contain 25 papers, which are the peer-reviewed versions of presentations made at the 1st International Workshop on the Quality of Geodetic Observation and Monitoring (QuGOMS’11), held 13 April to 15 April 2011 in Garching, Germany. The papers were drawn from five sessions which reflected the following topic areas: (1) Uncertainty Modeling of Geodetic Data, (2) Theoretical Studies on Combination Strategies and Parameter Estimation, (3) Recursive State-Space Filtering, (4) Sensor Networks and Multi Sensor Systems in Engineering Geodesy, (5) Multi-Mission Approaches With View to Physical Processes in the Earth System.
Download or read book Stochastic Control written by N.K. Sinha and published by Elsevier. This book was released on 2014-05-23 with total page 533 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic control, the control of random processes, has become increasingly more important to the systems analyst and engineer. The Second IFAC Symposium on Stochastic Control represents current thinking on all aspects of stochastic control, both theoretical and practical, and as such represents a further advance in the understanding of such systems.
Download or read book SAM TR written by and published by . This book was released on 1970-06 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Computational Methods for Process Simulation written by W. Fred Ramirez and published by Butterworth-Heinemann. This book was released on 1997-11-20 with total page 473 pages. Available in PDF, EPUB and Kindle. Book excerpt: Process Modelling and simulation have proved to be extremely successful engineering tools for the design and optimisation of physical, chemical and biochemical processes. The use of simulation has expanded rapidly over the last two decades because of the availability of large high-speed computers and indeed has become even more widespread with the rise of the desk-top PC resources now available to nearly every engineer and student. In the chemical industry large, realistic non-linear problems are routinely solved with the aid of computer simulation. This has a number of benefits, including easy assessment of the economic desirability of a project, convenient investigation of the effects of changes to system variables, and finally the introduction of mathematical rigour into the design process and inherent assumptions that may not have been there before. Computational Methods for Process Simulation develops the methods needed for the simulation of real processes to be found in the process industries. It also stresses the engineering fundamentals used in developing process models. Steady state and dynamic systems are considered, for both spatially lumped and spatially distributed problems. It develops analytical and numerical computational techniques for algebraic, ordinary and partial differential equations, and makes use of computer software routines that are widely available. Dedicated software examples are available via the internet. - Written for a compulsory course element in the US - Includes examples using software used in academia and industry - Software available via the Internet
Download or read book Dissertation Abstracts International written by and published by . This book was released on 1973 with total page 898 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Model Predictive Control for Constrained Nonlinear Systems written by Simone Loureiro de Oliveira and published by vdf Hochschulverlag AG. This book was released on 1996 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Optimal State Estimation for Process Monitoring Fault Diagnosis and Control written by Ch. Venkateswarlu and published by Elsevier. This book was released on 2022-01-31 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimal State Estimation for Process Monitoring, Fault Diagnosis and Control presents various mechanistic model based state estimators and data-driven model based state estimators with a special emphasis on their development and applications to process monitoring, fault diagnosis and control. The design and analysis of different state estimators are highlighted with a number of applications and case studies concerning to various real chemical and biochemical processes. The book starts with the introduction of basic concepts, extending to classical methods and successively leading to advances in this field. Design and implementation of various classical and advanced state estimation methods to solve a wide variety of problems makes this book immensely useful for the audience working in different disciplines in academics, research and industry in areas concerning to process monitoring, fault diagnosis, control and related disciplines. - Describes various classical and advanced versions of mechanistic model based state estimation algorithms - Describes various data-driven model based state estimation techniques - Highlights a number of real applications of mechanistic model based and data-driven model based state estimators/soft sensors - Beneficial to those associated with process monitoring, fault diagnosis, online optimization, control and related areas
