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Author: The Analytic Sciences Corporation Publisher: MIT Press ISBN: 9780262570480 Category : Computers Languages : en Pages : 388
Book Description
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.
Author: Stuart Bennett Publisher: IET ISBN: 9780863412998 Category : Technology & Engineering Languages : en Pages : 268
Book Description
Traces the consolidation of a specialty, as the various feedback control devices used in the 1930s for aircraft and ships, the telephone system, and analogue computers, were brought together during World War II to form what is now known as the classical frequency response methods of analysis and design, and applied to non-linear, sampled-data, and stochastic systems. Follows the field's development through the post-war addition of the root locus method to the introduction of the state-space methods of modern control. Distributed by INSPEC. Annotation copyright by Book News, Inc., Portland, OR