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Book Simultaneous Estimation of the State and Noise Statistics in Linear Dynamical Systems

Download or read book Simultaneous Estimation of the State and Noise Statistics in Linear Dynamical Systems written by Paul D. Abramson and published by . This book was released on 1970 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: An optimal procedure for estimating the state of a linear dynamical system when the statistics of the measurement and process noise are poorly known is developed. The criterion of maximum likelihood is used to obtain an optimal estimate of the state and noise statistics. These estimates are shown to be asymptotically unbiased, efficient, and unique, with the estimation error normally distributed with a known covariance. The resulting equations for the estimates cannot be solved recursively, but an iterative procedure for their solution is presented. Several approximate solutions are presented which reduce the necessary computations in finding the estimates. Some of the approximate solutions allow a real time estimation of the state and noise statistics. Closely related to the estimation problem is the subject of hypothesis testing. Several criteria are developed for testing hypotheses concerning the values of the noise statistics that are used in the computation of the appropriate filter gains in a linear Kalman type state estimator. If the observed measurements are not consistent with the assumptions about the noise statistics, then estimation of the noise statistics should be undertaken using either optimal or suboptimal procedures. Numerical results of a digital computer simulation of the optimal and suboptimal solutions of the estimation problem are presented for a simple but realistic example.

Book Proceedings of the 1977 IEEE Conference on Decision   Control  Including the 16th Symposium on Adaptive Processes and a Special Symposium on Fuzzy Set Theory and Applications  December 7 9  1977  Fairmont Hotel  New Orleans  Louisiana

Download or read book Proceedings of the 1977 IEEE Conference on Decision Control Including the 16th Symposium on Adaptive Processes and a Special Symposium on Fuzzy Set Theory and Applications December 7 9 1977 Fairmont Hotel New Orleans Louisiana written by and published by . This book was released on 1977 with total page 1568 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Simultaneous Estimation of the State and Noise Statistics in Linear Dynamical Systems

Download or read book Simultaneous Estimation of the State and Noise Statistics in Linear Dynamical Systems written by Paul Dowling Abramson (Jr) and published by . This book was released on 1968 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Simultaneous Estimation of the State and Noise Statistics in Linear Dynamical Systems

Download or read book Simultaneous Estimation of the State and Noise Statistics in Linear Dynamical Systems written by Paul Dowling Abramson (Jr) and published by . This book was released on 1968 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Dissertation Abstracts International

Download or read book Dissertation Abstracts International written by and published by . This book was released on 1998 with total page 716 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Simultaneous state and parameter estimation and sensors location for distributed systems

Download or read book Simultaneous state and parameter estimation and sensors location for distributed systems written by H. Malebranche and published by . This book was released on 1987 with total page 37 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Control and Estimation in Distributed Parameter Systems

Download or read book Control and Estimation in Distributed Parameter Systems written by H. T. Banks and published by SIAM. This book was released on 1992-01-01 with total page 235 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive and lucid text that relates frequency domain techniques to state-space or time domain approaches for infinite-dimensional systems.

Book State Estimation for Dynamic Systems

Download or read book State Estimation for Dynamic Systems written by Felix L. Chernousko and published by CRC Press. This book was released on 1993-11-09 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: State Estimation for Dynamic Systems presents the state of the art in this field and discusses a new method of state estimation. The method makes it possible to obtain optimal two-sided ellipsoidal bounds for reachable sets of linear and nonlinear control systems with discrete and continuous time. The practical stability of dynamic systems subjected to disturbances can be analyzed, and two-sided estimates in optimal control and differential games can be obtained. The method described in the book also permits guaranteed state estimation (filtering) for dynamic systems in the presence of external disturbances and observation errors. Numerical algorithms for state estimation and optimal control, as well as a number of applications and examples, are presented. The book will be an excellent reference for researchers and engineers working in applied mathematics, control theory, and system analysis. It will also appeal to pure and applied mathematicians, control engineers, and computer programmers.

Book Progress in Industrial Mathematics at ECMI 2014

Download or read book Progress in Industrial Mathematics at ECMI 2014 written by Giovanni Russo and published by Springer. This book was released on 2017-09-04 with total page 1139 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a collection of papers emphasizing applications of mathematical models and methods to real-world problems of relevance for industry, life science, environment, finance and so on. The biannual Conference of ECMI (the European Consortium of Mathematics in Industry) held in 2014 focused on various aspects of industrial and applied mathematics. The five main topics addressed at the conference were mathematical models in life science, material science and semiconductors, mathematical methods in the environment, design automation and industrial applications, and computational finance. Several other topics have been treated, such as, among others, optimization and inverse problems, education, numerical methods for stiff pdes, model reduction, imaging processing, multi physics simulation, mathematical models in textile industry. The conference, which brought together applied mathematicians and experts from industry, provided a unique opportunity to exchange ideas, problems and methodologies, bridging the gap between mathematics and industry and contributing to the advancement of science and technology. The conference has included a presentation of EU-Maths-In (European Network of Mathematics for Industry and Innovation), a recent joint initiative of ECMI and EMS. The proceedings from this conference represent a snapshot of the current activity in industrial mathematics in Europe, and are highly relevant to anybody interested in the latest applications of mathematics to industrial problems.

Book Index to IEEE Publications

Download or read book Index to IEEE Publications written by Institute of Electrical and Electronics Engineers and published by . This book was released on 1981 with total page 746 pages. Available in PDF, EPUB and Kindle. Book excerpt: Issues for 1973- cover the entire IEEE technical literature.

Book Comprehensive Dissertation Index

Download or read book Comprehensive Dissertation Index written by and published by . This book was released on 1984 with total page 904 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Journal of Dynamic Systems  Measurement  and Control

Download or read book Journal of Dynamic Systems Measurement and Control written by and published by . This book was released on 1994 with total page 540 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Advances In Analysis And Control Of Time delayed Dynamical Systems

Download or read book Advances In Analysis And Control Of Time delayed Dynamical Systems written by Jian-qiao Sun and published by World Scientific. This book was released on 2013-09-25 with total page 355 pages. Available in PDF, EPUB and Kindle. Book excerpt: Analysis and control of time-delayed systems have been applied in a wide range of applications, ranging from mechanical, control, economic, to biological systems. Over the years, there has been a steady stream of interest in time-delayed dynamic systems, this book takes a snap shot of recent research from the world leading experts in analysis and control of dynamic systems with time delay to provide a bird's eye view of its development. The topics covered in this book include solution methods, stability analysis and control of periodic dynamic systems with time delay, bifurcations, stochastic dynamics and control, delayed Hamiltonian systems, uncertain dynamic systems with time delay, and experimental investigations of delayed structural control.

Book Proceedings of the IASTED International Symposium Applied Control and Identification

Download or read book Proceedings of the IASTED International Symposium Applied Control and Identification written by International Association of Science and Technology for Development and published by Anaheim [Calif.] ; Calgary : Acta Press. This book was released on 1987 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt: