Optimal Estimation Of Dynamic Systems

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Optimal Estimation Of Dynamic Systems

Author : John L. Crassidis
ISBN : 0203509129
Genre : Mathematics
File Size : 68.67 MB
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Most newcomers to the field of linear stochastic estimation go through a difficult process in understanding and applying the theory.This book minimizes the process while introducing the fundamentals of optimal estimation. Optimal Estimation of Dynamic Systems explores topics that are important in the field of control where the signals receiv
Category: Mathematics

Optimal Estimation Of Dynamic Systems Second Edition

Author : John L. Crassidis
ISBN : 9781439839850
Genre : Mathematics
File Size : 50.62 MB
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Optimal Estimation of Dynamic Systems, Second Edition highlights the importance of both physical and numerical modeling in solving dynamics-based estimation problems found in engineering systems. Accessible to engineering students, applied mathematicians, and practicing engineers, the text presents the central concepts and methods of optimal estimation theory and applies the methods to problems with varying degrees of analytical and numerical difficulty. Different approaches are often compared to show their absolute and relative utility. The authors also offer prototype algorithms to stimulate the development and proper use of efficient computer programs. MATLAB® codes for the examples are available on the book’s website. New to the Second Edition With more than 100 pages of new material, this reorganized edition expands upon the best-selling original to include comprehensive developments and updates. It incorporates new theoretical results, an entirely new chapter on advanced sequential state estimation, and additional examples and exercises. An ideal self-study guide for practicing engineers as well as senior undergraduate and beginning graduate students, the book introduces the fundamentals of estimation and helps newcomers to understand the relationships between the estimation and modeling of dynamical systems. It also illustrates the application of the theory to real-world situations, such as spacecraft attitude determination, GPS navigation, orbit determination, and aircraft tracking.
Category: Mathematics

An Introduction To Optimal Estimation Of Dynamical Systems

Author : J.L. Junkins
ISBN : STANFORD:36105030529585
Genre : Mathematics
File Size : 21.73 MB
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This text 1s designed to introduce the fundamentals of esti mation to engineers, scientists, and applied mathematicians. The level of the presentation should be accessible to senior under graduates and should prove especially well-suited as a self study guide for practicing professionals. My primary motivation for writing this book 1s to make a significant contribution toward minimizing the painful process most newcomers must go through in digesting and applying the theory. Thus the treatment 1s intro ductory and essence-oriented rather than comprehensive. While some original material 1s included, the justification for this text lies not in the contribution of dramatic new theoretical re sults, but rather in the degree of success I believe that I have achieved in providing a source from which this material may be learned more efficiently than through study of an existing text or the rather diffuse literature. This work is the outgrowth of the author's mid-1960's en counter with the subject while motivated by practical problems aSSociated with space vehicle orbit determination and estimation of powered rocket trajectories. The text has evolved as lecture notes for short courses and seminars given to professionals at Pr>efaae various private laboratories and government agencies, and during the past six years, in conjunction with engineering courses taught at the University of Virginia. To motivate the reader's thinking, the structure of a typical estimation problem often assumes the following form: • Given a dynamical system, a mathematical model is hypothesized based upon the experience of the investigator.
Category: Mathematics

Applied Optimal Estimation

Author : Analytic Sciences Corporation. Technical Staff
ISBN : 0262570483
Genre : Computers
File Size : 54.49 MB
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This is the first book on the optimal estimation that places its major emphasis on practical applications, treating the subject more from an engineering than a mathematical orientation. Even so, theoretical and mathematical concepts are introduced and developed sufficiently to make the book a self-contained source of instruction for readers without prior knowledge of the basic principles of the field. The work is the product of the technical staff of The Analytic Sciences Corporation (TASC), an organization whose success has resulted largely from its applications of optimal estimation techniques to a wide variety of real situations involving large-scale systems. Arthur Gelb writes in the Foreword that "It is our intent throughout to provide a simple and interesting picture of the central issues underlying modern estimation theory and practice. Heuristic, rather than theoretically elegant, arguments are used extensively, with emphasis on physical insights and key questions of practical importance." Numerous illustrative examples, many based on actual applications, have been interspersed throughout the text to lead the student to a concrete understanding of the theoretical material. The inclusion of problems with "built-in" answers at the end of each of the nine chapters further enhances the self-study potential of the text. After a brief historical prelude, the book introduces the mathematics underlying random process theory and state-space characterization of linear dynamic systems. The theory and practice of optimal estimation is them presented, including filtering, smoothing, and prediction. Both linear and non-linear systems, and continuous- and discrete-time cases, are covered in considerable detail. New results are described concerning the application of covariance analysis to non-linear systems and the connection between observers and optimal estimators. The final chapters treat such practical and often pivotal issues as suboptimal structure, and computer loading considerations. This book is an outgrowth of a course given by TASC at a number of US Government facilities. Virtually all of the members of the TASC technical staff have, at one time and in one way or another, contributed to the material contained in the work.
Category: Computers

State Estimation For Dynamic Systems

Author : Felix L. Chernousko
ISBN : 0849344581
Genre : Technology & Engineering
File Size : 53.42 MB
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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.
Category: Technology & Engineering

Stability Regions Of Nonlinear Dynamical Systems

Author : Hsiao-Dong Chiang
ISBN : 9781107035409
Genre : Mathematics
File Size : 49.30 MB
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An authoritative treatment by leading researchers covering theory and optimal estimation, along with practical applications.
Category: Mathematics

Process Dynamics

Author : Richard Doležal
ISBN : UCAL:B4986975
Genre : Steam power-plants
File Size : 62.21 MB
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Category: Steam power-plants

Continuous Time Dynamical Systems

Author : B.M. Mohan
ISBN : 9781466517295
Genre : Technology & Engineering
File Size : 48.18 MB
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Optimal control deals with the problem of finding a control law for a given system such that a certain optimality criterion is achieved. An optimal control is a set of differential equations describing the paths of the control variables that minimize the cost functional. This book, Continuous Time Dynamical Systems: State Estimation and Optimal Control with Orthogonal Functions, considers different classes of systems with quadratic performance criteria. It then attempts to find the optimal control law for each class of systems using orthogonal functions that can optimize the given performance criteria. Illustrated throughout with detailed examples, the book covers topics including: Block-pulse functions and shifted Legendre polynomials State estimation of linear time-invariant systems Linear optimal control systems incorporating observers Optimal control of systems described by integro-differential equations Linear-quadratic-Gaussian control Optimal control of singular systems Optimal control of time-delay systems with and without reverse time terms Optimal control of second-order nonlinear systems Hierarchical control of linear time-invariant and time-varying systems
Category: Technology & Engineering

Aiaa Journal

Author : American Institute of Aeronautics and Astronautics
ISBN : STANFORD:36105115210986
Genre : Aeronautics
File Size : 58.17 MB
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Category: Aeronautics

Mathematical Reviews

Author :
ISBN : UOM:39015059777675
Genre : Mathematics
File Size : 87.62 MB
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Category: Mathematics

Nonlinear Systems

Author :
ISBN : 9781789234046
Genre : Mathematics
File Size : 72.55 MB
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This book focuses on several key aspects of nonlinear systems including dynamic modeling, state estimation, and stability analysis. It is intended to provide a wide range of readers in applied mathematics and various engineering disciplines an excellent survey of recent studies of nonlinear systems. With its thirteen chapters, the book brings together important contributions from renowned international researchers to provide an excellent survey of recent studies of nonlinear systems. The first section consists of eight chapters that focus on nonlinear dynamic modeling and analysis techniques, while the next section is composed of five chapters that center on state estimation methods and stability analysis for nonlinear systems.
Category: Mathematics

Applied Optimal Control

Author : A. E. Bryson
ISBN : 0891162283
Genre : Technology & Engineering
File Size : 59.52 MB
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This best-selling text focuses on the analysis and design of complicated dynamics systems. CHOICE called it “a high-level, concise book that could well be used as a reference by engineers, applied mathematicians, and undergraduates. The format is good, the presentation clear, the diagrams instructive, the examples and problems helpful...References and a multiple-choice examination are included.”
Category: Technology & Engineering

Optimal Control And Estimation

Author : Robert F. Stengel
ISBN : 9780486134819
Genre : Mathematics
File Size : 24.32 MB
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Graduate-level text provides introduction to optimal control theory for stochastic systems, emphasizing application of basic concepts to real problems.
Category: Mathematics

Control Science And Technology For The Progress Of Society

Author : International Federation of Automatic Control. World Congress
ISBN : 0080287131
Genre : Automatic control
File Size : 38.46 MB
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Provides a link between the theory & applications of automatic control, emphasizing the latest developments & practical applications. Of interest to control & industrial engineers, operations researchers, & systems scientists.
Category: Automatic control

Trends And Progress In System Identification

Author : Pieter Eykhoff
ISBN : 9781483148663
Genre : Mathematics
File Size : 89.23 MB
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Trends and Progress in System Identification is a three-part book that focuses on model considerations, identification methods, and experimental conditions involved in system identification. Organized into 10 chapters, this book begins with a discussion of model method in system identification, citing four examples differing on the nature of the models involved, the nature of the fields, and their goals. Subsequent chapters describe the most important aspects of model theory; the ""classical"" methods and time series estimation; application of least squares and related techniques for the estimation of dynamic system parameters; the maximum likelihood and error prediction methods; and the modern development of statistical methods. Non-parametric approaches, identification of nonlinear systems by piecewise approximation, and the minimax identification are then explained. Other chapters explore the Bayesian approach to system identification; choice of input signals; and choice and effect of different feedback configurations in system identification. This book will be useful for control engineers, system scientists, biologists, and members of other disciplines dealing withdynamical relations.
Category: Mathematics

Proceedings

Author :
ISBN : PSU:000001399295
Genre : Automatic control
File Size : 70.90 MB
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Category: Automatic control