Download or read book Suboptimal Kalman Filtering for Linear Systems with Non Gaussian Noise written by Huaiyi Wu and published by . This book was released on 1993 with total page 86 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Approximate Kalman Filtering written by Guanrong Chen and published by World Scientific. This book was released on 1993 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: Kalman filtering algorithm gives optimal (linear, unbiased and minimum error-variance) estimates of the unknown state vectors of a linear dynamic-observation system, under the regular conditions such as perfect data information; complete noise statistics; exact linear modeling; ideal well-conditioned matrices in computation and strictly centralized filtering.In practice, however, one or more of the aforementioned conditions may not be satisfied, so that the standard Kalman filtering algorithm cannot be directly used, and hence ?approximate Kalman filtering? becomes necessary. In the last decade, a great deal of attention has been focused on modifying and/or extending the standard Kalman filtering technique to handle such irregular cases. It has been realized that approximate Kalman filtering is even more important and useful in applications.This book is a collection of several tutorial and survey articles summarizing recent contributions to the field, along the line of approximate Kalman filtering with emphasis on both its theoretical and practical aspects.
Download or read book Approximate Kalman Filtering written by Guanrong Chen and published by World Scientific. This book was released on 1993-08-30 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: Kalman filtering algorithm gives optimal (linear, unbiased and minimum error-variance) estimates of the unknown state vectors of a linear dynamic-observation system, under the regular conditions such as perfect data information; complete noise statistics; exact linear modeling; ideal well-conditioned matrices in computation and strictly centralized filtering.In practice, however, one or more of the aforementioned conditions may not be satisfied, so that the standard Kalman filtering algorithm cannot be directly used, and hence “approximate Kalman filtering” becomes necessary. In the last decade, a great deal of attention has been focused on modifying and/or extending the standard Kalman filtering technique to handle such irregular cases. It has been realized that approximate Kalman filtering is even more important and useful in applications.This book is a collection of several tutorial and survey articles summarizing recent contributions to the field, along the line of approximate Kalman filtering with emphasis on both its theoretical and practical aspects.
Download or read book Kalman Filtering Under Information Theoretic Criteria written by Badong Chen and published by Springer Nature. This book was released on 2023-09-19 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides several efficient Kalman filters (linear or nonlinear) under information theoretic criteria. They achieve excellent performance in complicated non-Gaussian noises with low computation complexity and have great practical application potential. The book combines all these perspectives and results in a single resource for students and practitioners in relevant application fields. Each chapter starts with a brief review of fundamentals, presents the material focused on the most important properties and evaluates comparatively the models discussing free parameters and their effect on the results. Proofs are provided at the end of each chapter. The book is geared to senior undergraduates with a basic understanding of linear algebra, signal processing and statistics, as well as graduate students or practitioners with experience in Kalman filtering.
Download or read book Nonlinear Filtering written by Kumar Pakki Bharani Chandra and published by Springer. This book was released on 2018-11-20 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives readers in-depth know-how on methods of state estimation for nonlinear control systems. It starts with an introduction to dynamic control systems and system states and a brief description of the Kalman filter. In the following chapters, various state estimation techniques for nonlinear systems are discussed, including the extended, unscented and cubature Kalman filters. The cubature Kalman filter and its variants are introduced in particular detail because of their efficiency and their ability to deal with systems with Gaussian and/or non-Gaussian noise. The book also discusses information-filter and square-root-filtering algorithms, useful for state estimation in some real-time control system design problems. A number of case studies are included in the book to illustrate the application of various nonlinear filtering algorithms. Nonlinear Filtering is written for academic and industrial researchers, engineers and research students who are interested in nonlinear control systems analysis and design. The chief features of the book include: dedicated coverage of recently developed nonlinear, Jacobian-free, filtering algorithms; examples illustrating the use of nonlinear filtering algorithms in real-world applications; detailed derivation and complete algorithms for nonlinear filtering methods, which help readers to a fundamental understanding and easier coding of those algorithms; and MATLAB® codes associated with case-study applications, which can be downloaded from the Springer Extra Materials website.
Download or read book Kalman Filtering written by Charles K. Chui and published by Springer Science & Business Media. This book was released on 2009 with total page 241 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a thorough discussion of the mathematical theory and computational schemes of Kalman filtering. The filtering algorithms are derived via different approaches, including a direct method and an indirect method.
Download or read book An Introduction to Kalman Filtering written by Barrie William Leach and published by National Research Council Canada. This book was released on 1984 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book MMSE Based Filtering for Linear and Nonlinear Systems in the Presence of Non Gaussian System and Measurement Noise written by I. Bilik and published by . This book was released on 2009 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Two new recursive filters, named as GMKF and NL-GMKF, for linear and nonlinear, nonGaussian problems were presented in this chapter. The GMKF algorithm consists of the GSF followed by an efficient model order reduction method. The GSF provides a rigorous solution for state vector estimation in a linear DSS model with GMM-distributed system and measurement noises and it generalizes the original KF to GMMs. Practical implementation of the optimal GSF is limited due to the exponential model order growth. The GMKF solves this problem via an efficient model order reduction method. The problem of exponential growth of the model order was solved via the mixture PDF estimation at each step using the greedy EM algorithm. It was shown that greedy EM-based order reduction scheme does not.
Download or read book Kalman Filtering written by C. K. Chui and published by Springer. This book was released on 1991 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Kalman Filtering Theory written by A. V. Balakrishnan and published by . This book was released on 1987 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Suboptimal Kalman Filtering written by Farshad Rafii and published by . This book was released on 1975 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An Introduction to Kalman Filtering with MATLAB Examples written by Narayan Kovvali and published by Springer Nature. This book was released on 2022-06-01 with total page 71 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Kalman filter is the Bayesian optimum solution to the problem of sequentially estimating the states of a dynamical system in which the state evolution and measurement processes are both linear and Gaussian. Given the ubiquity of such systems, the Kalman filter finds use in a variety of applications, e.g., target tracking, guidance and navigation, and communications systems. The purpose of this book is to present a brief introduction to Kalman filtering. The theoretical framework of the Kalman filter is first presented, followed by examples showing its use in practical applications. Extensions of the method to nonlinear problems and distributed applications are discussed. A software implementation of the algorithm in the MATLAB programming language is provided, as well as MATLAB code for several example applications discussed in the manuscript.
Download or read book Kalman Filtering written by Harold Wayne Sorenson and published by . This book was released on 1985 with total page 472 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Masters Theses in the Pure and Applied Sciences written by Wade H. Shafer and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: Masters Theses in the Pure and Applied Sciences was first conceived, published, and disseminated by the Center for Information and Numerical Data Analysis and Synthesis (CINDAS)* at Purdue University in 1957, starting its coverage of theses with the academic year 1955. Beginning with Volume 13, the printing and dis semination phases of the activity were transferred to University Microfilms/Xerox of Ann Arbor, Michigan, with the thought that such an arrangement would be more beneficial to the academic and general scientific and technical community. After five years of this joint undertaking we had concluded that it was in the interest of all concerned if the printing and distribution of the volumes were handled by an international publishing house to assure improved service and broader dissemination. Hence, starting with Volume 18, Masters Theses in the Pure and Applied Sciences has been disseminated on a worldwide basis by Plenum Publishing Corporation of New York, and in the same year the coverage was broadened to include Canadian universities. All back issues can also be ordered from Plenum. We have reported in Volume 38 (thesis year 1993) a total of 13,787 thesis titles from 22 Canadian and 164 United States universities. We are sure that this broader base for these titles reported will greatly enhance the value of this impor tant annual reference work. While Volume 38 reports theses submitted in 1993, on occasion, certain uni versities do report theses submitted in previous years but not reported at the time.
Download or read book Kalman Filters written by Ginalber Luiz Serra and published by BoD – Books on Demand. This book was released on 2018-02-21 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents recent issues on theory and practice of Kalman filters, with a comprehensive treatment of a selected number of concepts, techniques, and advanced applications. From an interdisciplinary point of view, the contents from each chapter bring together an international scientific community to discuss the state of the art on Kalman filter-based methodologies for adaptive/distributed filtering, optimal estimation, dynamic prediction, nonstationarity, robot navigation, global navigation satellite systems, moving object tracking, optical communication systems, and active power filters, among others. The theoretical and methodological foundations combined with extensive experimental explanation make this book a reference suitable for students, practicing engineers, and researchers in sciences and engineering.
Download or read book Kalman Filter written by Víctor M. Moreno and published by BoD – Books on Demand. This book was released on 2009-04-01 with total page 608 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this book is to provide an overview of recent developments in Kalman filter theory and their applications in engineering and scientific fields. The book is divided into 24 chapters and organized in five blocks corresponding to recent advances in Kalman filtering theory, applications in medical and biological sciences, tracking and positioning systems, electrical engineering and, finally, industrial processes and communication networks.
Download or read book Missile Guidance and Control Systems written by George M. Siouris and published by Springer Science & Business Media. This book was released on 2006-05-07 with total page 670 pages. Available in PDF, EPUB and Kindle. Book excerpt: Airborne Vehicle Guidance and Control Systems is a broad and wide- angled engineering and technological area for research, and continues to be important not only in military defense systems but also in industrial process control and in commercial transportation networks such as various Global Positioning Systems (GPS). The book fills a long-standing gap in the literature. The author is retired from the Air Force Institute and received the Air Force's Outstanding Civilian Career Service Award.
