Author: Carl Wunsch
Publisher: Cambridge University Press
ISBN: 1139456938
Category : Science
Languages : en
Pages : 357
Book Description
Addressing the problems of making inferences from noisy observations and imperfect theories, this 2006 book introduces many inference tools and practical applications. Starting with fundamental algebraic and statistical ideas, it is ideal for graduate students and researchers in oceanography, climate science, and geophysical fluid dynamics.
Discrete Inverse and State Estimation Problems
Author: Carl Wunsch
Publisher: Cambridge University Press
ISBN: 1139456938
Category : Science
Languages : en
Pages : 357
Book Description
Addressing the problems of making inferences from noisy observations and imperfect theories, this 2006 book introduces many inference tools and practical applications. Starting with fundamental algebraic and statistical ideas, it is ideal for graduate students and researchers in oceanography, climate science, and geophysical fluid dynamics.
Publisher: Cambridge University Press
ISBN: 1139456938
Category : Science
Languages : en
Pages : 357
Book Description
Addressing the problems of making inferences from noisy observations and imperfect theories, this 2006 book introduces many inference tools and practical applications. Starting with fundamental algebraic and statistical ideas, it is ideal for graduate students and researchers in oceanography, climate science, and geophysical fluid dynamics.
Parameter Estimation and Inverse Problems
Author: Richard C. Aster
Publisher: Elsevier
ISBN: 0128134232
Category : Science
Languages : en
Pages : 406
Book Description
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
Publisher: Elsevier
ISBN: 0128134232
Category : Science
Languages : en
Pages : 406
Book Description
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
Inverse Problem Theory and Methods for Model Parameter Estimation
Author: Albert Tarantola
Publisher: SIAM
ISBN: 9780898717921
Category : Mathematics
Languages : en
Pages : 349
Book Description
While the prediction of observations is a forward problem, the use of actual observations to infer the properties of a model is an inverse problem. Inverse problems are difficult because they may not have a unique solution. The description of uncertainties plays a central role in the theory, which is based on probability theory. This book proposes a general approach that is valid for linear as well as for nonlinear problems. The philosophy is essentially probabilistic and allows the reader to understand the basic difficulties appearing in the resolution of inverse problems. The book attempts to explain how a method of acquisition of information can be applied to actual real-world problems, and many of the arguments are heuristic.
Publisher: SIAM
ISBN: 9780898717921
Category : Mathematics
Languages : en
Pages : 349
Book Description
While the prediction of observations is a forward problem, the use of actual observations to infer the properties of a model is an inverse problem. Inverse problems are difficult because they may not have a unique solution. The description of uncertainties plays a central role in the theory, which is based on probability theory. This book proposes a general approach that is valid for linear as well as for nonlinear problems. The philosophy is essentially probabilistic and allows the reader to understand the basic difficulties appearing in the resolution of inverse problems. The book attempts to explain how a method of acquisition of information can be applied to actual real-world problems, and many of the arguments are heuristic.
State Estimation for Robotics
Author: Timothy D. Barfoot
Publisher: Cambridge University Press
ISBN: 1107159393
Category : Computers
Languages : en
Pages : 381
Book Description
A modern look at state estimation, targeted at students and practitioners of robotics, with emphasis on three-dimensional applications.
Publisher: Cambridge University Press
ISBN: 1107159393
Category : Computers
Languages : en
Pages : 381
Book Description
A modern look at state estimation, targeted at students and practitioners of robotics, with emphasis on three-dimensional applications.
Computational Methods for Inverse Problems
Author: Curtis R. Vogel
Publisher: SIAM
ISBN: 0898717574
Category : Mathematics
Languages : en
Pages : 195
Book Description
Provides a basic understanding of both the underlying mathematics and the computational methods used to solve inverse problems.
Publisher: SIAM
ISBN: 0898717574
Category : Mathematics
Languages : en
Pages : 195
Book Description
Provides a basic understanding of both the underlying mathematics and the computational methods used to solve inverse problems.
Optimal State Estimation
Author: Dan Simon
Publisher: John Wiley & Sons
ISBN: 0470045337
Category : Technology & Engineering
Languages : en
Pages : 554
Book Description
A bottom-up approach that enables readers to master and apply the latest techniques in state estimation This book offers the best mathematical approaches to estimating the state of a general system. The author presents state estimation theory clearly and rigorously, providing the right amount of advanced material, recent research results, and references to enable the reader to apply state estimation techniques confidently across a variety of fields in science and engineering. While there are other textbooks that treat state estimation, this one offers special features and a unique perspective and pedagogical approach that speed learning: * Straightforward, bottom-up approach begins with basic concepts and then builds step by step to more advanced topics for a clear understanding of state estimation * Simple examples and problems that require only paper and pen to solve lead to an intuitive understanding of how theory works in practice * MATLAB(r)-based source code that corresponds to examples in the book, available on the author's Web site, enables readers to recreate results and experiment with other simulation setups and parameters Armed with a solid foundation in the basics, readers are presented with a careful treatment of advanced topics, including unscented filtering, high order nonlinear filtering, particle filtering, constrained state estimation, reduced order filtering, robust Kalman filtering, and mixed Kalman/H? filtering. Problems at the end of each chapter include both written exercises and computer exercises. Written exercises focus on improving the reader's understanding of theory and key concepts, whereas computer exercises help readers apply theory to problems similar to ones they are likely to encounter in industry. With its expert blend of theory and practice, coupled with its presentation of recent research results, Optimal State Estimation is strongly recommended for undergraduate and graduate-level courses in optimal control and state estimation theory. It also serves as a reference for engineers and science professionals across a wide array of industries.
Publisher: John Wiley & Sons
ISBN: 0470045337
Category : Technology & Engineering
Languages : en
Pages : 554
Book Description
A bottom-up approach that enables readers to master and apply the latest techniques in state estimation This book offers the best mathematical approaches to estimating the state of a general system. The author presents state estimation theory clearly and rigorously, providing the right amount of advanced material, recent research results, and references to enable the reader to apply state estimation techniques confidently across a variety of fields in science and engineering. While there are other textbooks that treat state estimation, this one offers special features and a unique perspective and pedagogical approach that speed learning: * Straightforward, bottom-up approach begins with basic concepts and then builds step by step to more advanced topics for a clear understanding of state estimation * Simple examples and problems that require only paper and pen to solve lead to an intuitive understanding of how theory works in practice * MATLAB(r)-based source code that corresponds to examples in the book, available on the author's Web site, enables readers to recreate results and experiment with other simulation setups and parameters Armed with a solid foundation in the basics, readers are presented with a careful treatment of advanced topics, including unscented filtering, high order nonlinear filtering, particle filtering, constrained state estimation, reduced order filtering, robust Kalman filtering, and mixed Kalman/H? filtering. Problems at the end of each chapter include both written exercises and computer exercises. Written exercises focus on improving the reader's understanding of theory and key concepts, whereas computer exercises help readers apply theory to problems similar to ones they are likely to encounter in industry. With its expert blend of theory and practice, coupled with its presentation of recent research results, Optimal State Estimation is strongly recommended for undergraduate and graduate-level courses in optimal control and state estimation theory. It also serves as a reference for engineers and science professionals across a wide array of industries.
Bulletin
Author: World Meteorological Organization
Publisher:
ISBN:
Category : Electronic journals
Languages : en
Pages : 352
Book Description
Publisher:
ISBN:
Category : Electronic journals
Languages : en
Pages : 352
Book Description
Dynamic Data-driven Simulation: Real-time Data For Dynamic System Analysis And Prediction
Author: Xiaolin Hu
Publisher: World Scientific
ISBN: 9811267197
Category : Computers
Languages : en
Pages : 329
Book Description
This comprehensive book systematically introduces Dynamic Data Driven Simulation (DDDS) as a new simulation paradigm that makes real-time data and simulation model work together to enable simulation-based prediction/analysis.The text is significantly dedicated to introducing data assimilation as an enabling technique for DDDS. While data assimilation has been studied in other science fields (e.g., meteorology, oceanography), it is a new topic for the modeling and simulation community.This unique reference text bridges the two study areas of data assimilation and modelling and simulation, which have been developed largely independently from each other.
Publisher: World Scientific
ISBN: 9811267197
Category : Computers
Languages : en
Pages : 329
Book Description
This comprehensive book systematically introduces Dynamic Data Driven Simulation (DDDS) as a new simulation paradigm that makes real-time data and simulation model work together to enable simulation-based prediction/analysis.The text is significantly dedicated to introducing data assimilation as an enabling technique for DDDS. While data assimilation has been studied in other science fields (e.g., meteorology, oceanography), it is a new topic for the modeling and simulation community.This unique reference text bridges the two study areas of data assimilation and modelling and simulation, which have been developed largely independently from each other.
Optimal and Robust State Estimation
Author: Yuriy S. Shmaliy
Publisher: John Wiley & Sons
ISBN: 1119863090
Category : Technology & Engineering
Languages : en
Pages : 484
Book Description
A unified and systematic theoretical framework for solving problems related to finite impulse response (FIR) estimate Optimal and Robust State Estimation: Finite Impulse Response (FIR) and Kalman Approaches is a comprehensive investigation into batch state estimators and recursive forms. The work begins by introducing the reader to the state estimation approach and provides a brief historical overview. Next, the work discusses the specific properties of finite impulse response (FIR) state estimators. Further chapters give the basics of probability and stochastic processes, discuss the available linear and nonlinear state estimators, deal with optimal FIR filtering, and consider a limited memory batch and recursive algorithms. Other topics covered include solving the q-lag FIR smoothing problem, introducing the receding horizon (RH) FIR state estimation approach, and developing the theory of FIR state estimation under disturbances. The book closes by discussing the theory of FIR state estimation for uncertain systems and providing several applications where the FIR state estimators are used effectively. Key concepts covered in the work include: A holistic overview of the state estimation approach, which arose from the need to know the internal state of a real system, given that the input and output are both known Optimal, optimal unbiased, maximum likelihood, and unbiased and robust finite impulse response (FIR) structures FIR state estimation approach along with the infinite impulse response (IIR) and Kalman approaches Cost functions and the most critical properties of FIR and IIR state estimates Optimal and Robust State Estimation: Finite Impulse Response (FIR) and Kalman Approaches was written for professionals in the fields of microwave engineering, system engineering, and robotics who wish to move towards solving finite impulse response (FIR) estimate issues in both theoretical and practical applications. Graduate and senior undergraduate students with coursework dealing with state estimation will also be able to use the book to gain a valuable foundation of knowledge and become more adept in their chosen fields of study.
Publisher: John Wiley & Sons
ISBN: 1119863090
Category : Technology & Engineering
Languages : en
Pages : 484
Book Description
A unified and systematic theoretical framework for solving problems related to finite impulse response (FIR) estimate Optimal and Robust State Estimation: Finite Impulse Response (FIR) and Kalman Approaches is a comprehensive investigation into batch state estimators and recursive forms. The work begins by introducing the reader to the state estimation approach and provides a brief historical overview. Next, the work discusses the specific properties of finite impulse response (FIR) state estimators. Further chapters give the basics of probability and stochastic processes, discuss the available linear and nonlinear state estimators, deal with optimal FIR filtering, and consider a limited memory batch and recursive algorithms. Other topics covered include solving the q-lag FIR smoothing problem, introducing the receding horizon (RH) FIR state estimation approach, and developing the theory of FIR state estimation under disturbances. The book closes by discussing the theory of FIR state estimation for uncertain systems and providing several applications where the FIR state estimators are used effectively. Key concepts covered in the work include: A holistic overview of the state estimation approach, which arose from the need to know the internal state of a real system, given that the input and output are both known Optimal, optimal unbiased, maximum likelihood, and unbiased and robust finite impulse response (FIR) structures FIR state estimation approach along with the infinite impulse response (IIR) and Kalman approaches Cost functions and the most critical properties of FIR and IIR state estimates Optimal and Robust State Estimation: Finite Impulse Response (FIR) and Kalman Approaches was written for professionals in the fields of microwave engineering, system engineering, and robotics who wish to move towards solving finite impulse response (FIR) estimate issues in both theoretical and practical applications. Graduate and senior undergraduate students with coursework dealing with state estimation will also be able to use the book to gain a valuable foundation of knowledge and become more adept in their chosen fields of study.
Discrete Inverse Problems
Author: Per Christian Hansen
Publisher: SIAM
ISBN: 089871883X
Category : Mathematics
Languages : en
Pages : 220
Book Description
This book gives an introduction to the practical treatment of inverse problems by means of numerical methods, with a focus on basic mathematical and computational aspects. To solve inverse problems, we demonstrate that insight about them goes hand in hand with algorithms.
Publisher: SIAM
ISBN: 089871883X
Category : Mathematics
Languages : en
Pages : 220
Book Description
This book gives an introduction to the practical treatment of inverse problems by means of numerical methods, with a focus on basic mathematical and computational aspects. To solve inverse problems, we demonstrate that insight about them goes hand in hand with algorithms.