Adaptive Filtering Prediction and Control PDF Download

Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Adaptive Filtering Prediction and Control PDF full book. Access full book title Adaptive Filtering Prediction and Control by Graham C Goodwin. Download full books in PDF and EPUB format.

Adaptive Filtering Prediction and Control

Adaptive Filtering Prediction and Control PDF Author: Graham C Goodwin
Publisher: Courier Corporation
ISBN: 0486137724
Category : Technology & Engineering
Languages : en
Pages : 562

Book Description
This unified survey focuses on linear discrete-time systems and explores natural extensions to nonlinear systems. It emphasizes discrete-time systems, summarizing theoretical and practical aspects of a large class of adaptive algorithms. 1984 edition.

Adaptive Filtering Prediction and Control

Adaptive Filtering Prediction and Control PDF Author: Graham C Goodwin
Publisher: Courier Corporation
ISBN: 0486137724
Category : Technology & Engineering
Languages : en
Pages : 562

Book Description
This unified survey focuses on linear discrete-time systems and explores natural extensions to nonlinear systems. It emphasizes discrete-time systems, summarizing theoretical and practical aspects of a large class of adaptive algorithms. 1984 edition.

Stochastic Systems: The Mathematics of Filtering and Identification and Applications

Stochastic Systems: The Mathematics of Filtering and Identification and Applications PDF Author: Michiel Hazewinkel
Publisher: Springer Science & Business Media
ISBN: 9400985460
Category : Mathematics
Languages : en
Pages : 655

Book Description
In the last five years or so there has been an important renaissance in the area of (mathematical) modeling, identification and (stochastic) control. It was the purpose of the Advanced Study Institute of which the present volume constitutes the proceedings to review recent developments in this area with par ticular emphasis on identification and filtering and to do so in such a manner that the material is accessible to a wide variety of both embryo scientists and the various breeds of established researchers to whom identification, filtering, etc. are important (such as control engineers, time series analysts, econometricians, probabilists, mathematical geologists, and various kinds of pure and applied mathematicians; all of these were represented at the ASI). For these proceedings we have taken particular care to see to it that the material presented will be understandable for a quite diverse audience. To that end we have added a fifth tutorial section (besides the four presented at the meeting) and have also included an extensive introduction which explains in detail the main problem areas and themes of these proceedings and which outlines how the various contributions fit together to form a coherent, integrated whole. The prerequisites needed to understand the material in this volume are modest and most graduate students in e. g. mathematical systems theory, applied mathematics, econo metrics or control engineering will qualify.

Adaptive Algorithms and Stochastic Approximations

Adaptive Algorithms and Stochastic Approximations PDF Author: Albert Benveniste
Publisher: Springer Science & Business Media
ISBN: 3642758940
Category : Mathematics
Languages : en
Pages : 373

Book Description
Adaptive systems are widely encountered in many applications ranging through adaptive filtering and more generally adaptive signal processing, systems identification and adaptive control, to pattern recognition and machine intelligence: adaptation is now recognised as keystone of "intelligence" within computerised systems. These diverse areas echo the classes of models which conveniently describe each corresponding system. Thus although there can hardly be a "general theory of adaptive systems" encompassing both the modelling task and the design of the adaptation procedure, nevertheless, these diverse issues have a major common component: namely the use of adaptive algorithms, also known as stochastic approximations in the mathematical statistics literature, that is to say the adaptation procedure (once all modelling problems have been resolved). The juxtaposition of these two expressions in the title reflects the ambition of the authors to produce a reference work, both for engineers who use these adaptive algorithms and for probabilists or statisticians who would like to study stochastic approximations in terms of problems arising from real applications. Hence the book is organised in two parts, the first one user-oriented, and the second providing the mathematical foundations to support the practice described in the first part. The book covers the topcis of convergence, convergence rate, permanent adaptation and tracking, change detection, and is illustrated by various realistic applications originating from these areas of applications.

Fundamentals of Adaptive Filtering

Fundamentals of Adaptive Filtering PDF Author: Ali H. Sayed
Publisher: John Wiley & Sons
ISBN: 9780471461265
Category : Science
Languages : en
Pages : 1178

Book Description
This book is based on a graduate level course offered by the author at UCLA and has been classed tested there and at other universities over a number of years. This will be the most comprehensive book on the market today providing instructors a wide choice in designing their courses. * Offers computer problems to illustrate real life applications for students and professionals alike * An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department. An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department.

Random Functions and Hydrology

Random Functions and Hydrology PDF Author: Rafael L. Bras
Publisher: Courier Corporation
ISBN: 9780486676265
Category : Technology & Engineering
Languages : en
Pages : 580

Book Description
Advanced-level view of the tools of random processes and field theory as applied to the analysis and synthesis of hydrologic phenomena. Topics include time-series analysis, optimal estimation, optimal interpolation (Kriging), frequency-domain analysis of signals, and linear systems theory. Techniques and examples chosen to illustrate the latest advances in hydrologic signal analysis. Useable as graduate-level text in water resource systems, stochastic hydrology, random processes and signal analysis. 202 illustrations.

SIAM Journal on Control and Optimization

SIAM Journal on Control and Optimization PDF Author: Society for Industrial and Applied Mathematics
Publisher:
ISBN:
Category : Automatic control
Languages : en
Pages : 796

Book Description


Stochastic Approximation and Its Applications

Stochastic Approximation and Its Applications PDF Author: Han-Fu Chen
Publisher: Springer Science & Business Media
ISBN: 0306481669
Category : Mathematics
Languages : en
Pages : 369

Book Description
Estimating unknown parameters based on observation data conta- ing information about the parameters is ubiquitous in diverse areas of both theory and application. For example, in system identification the unknown system coefficients are estimated on the basis of input-output data of the control system; in adaptive control systems the adaptive control gain should be defined based on observation data in such a way that the gain asymptotically tends to the optimal one; in blind ch- nel identification the channel coefficients are estimated using the output data obtained at the receiver; in signal processing the optimal weighting matrix is estimated on the basis of observations; in pattern classifi- tion the parameters specifying the partition hyperplane are searched by learning, and more examples may be added to this list. All these parameter estimation problems can be transformed to a root-seeking problem for an unknown function. To see this, let - note the observation at time i. e. , the information available about the unknown parameters at time It can be assumed that the parameter under estimation denoted by is a root of some unknown function This is not a restriction, because, for example, may serve as such a function.

Adaptive Filtering and Change Detection

Adaptive Filtering and Change Detection PDF Author: Fredrik Gustafsson
Publisher: John Wiley & Sons
ISBN:
Category : Science
Languages : en
Pages : 520

Book Description
Adaptive filtering is a branch of digital signal processing which enables the selective enhancement of desired elements of a signal and the reduction of undesired elements. Change detection is another kind of adaptive filtering for non-stationary signals, and is the basic tool in fault detection and diagnosis. This text takes the unique approach that change detection is a natural extension of adaptive filtering, and the broad coverage encompasses both the mathematical tools needed for adaptive filtering and change detection and the applications of the technology. Real engineering applications covered include aircraft, automotive, communication systems, signal processing and automatic control problems. The unique integration of both theory and practical applications makes this book a valuable resource combining information otherwise only available in separate sources Comprehensive coverage includes many examples and case studies to illustrate the ideas and show what can be achieved Uniquely integrates applications to airborne, automotive and communications systems with the essential mathematical tools Accompanying Matlab toolbox available on the web illustrating the main ideas and enabling the reader to do simulations using all the figures and numerical examples featured This text would prove to be an essential reference for postgraduates and researchers studying digital signal processing as well as practising digital signal processing engineers.

Recursive Estimation and Time-Series Analysis

Recursive Estimation and Time-Series Analysis PDF Author: Peter C. Young
Publisher: Springer Science & Business Media
ISBN: 364282336X
Category : Technology & Engineering
Languages : en
Pages : 315

Book Description
This book has grown out of a set of lecture notes prepared originally for a NATO Summer School on "The Theory and Practice of Systems ModelLing and Identification" held between the 17th and 28th July, 1972 at the Ecole Nationale Superieure de L'Aeronautique et de L'Espace. Since this time I have given similar lecture courses in the Control Division of the Engineering Department, University of Cambridge; Department of Mechanical Engineering, University of Western Australia; the University of Ghent, Belgium (during the time I held the IBM Visiting Chair in Simulation for the month of January, 1980), the Australian National University, and the Agricultural University, Wageningen, the Netherlands. As a result, I am grateful to all the reci pients of these lecture courses for their help in refining the book to its present form; it is still far from perfect but I hope that it will help the student to become acquainted with the interesting and practically useful concept of recursive estimation. Furthermore, I hope it will stimulate the reader to further study the theoretical aspects of the subject, which are not dealt with in detail in the present text. The book is primarily intended to provide an introductory set of lecture notes on the subject of recursive estimation to undergraduate/Masters students. However, the book can also be considered as a "theoretical background" handbook for use with the CAPTAIN Computer Package.

CRC Handbook of Electrical Filters

CRC Handbook of Electrical Filters PDF Author: John Taylor
Publisher: CRC Press
ISBN: 1000142485
Category : Technology & Engineering
Languages : en
Pages : 450

Book Description
Interest in filter theory and design has been growing with the telecommunications industry since the late nineteenth century. Now that telecommunications has become so critical to industry, filter research has assumed even greater importance at companies and academic institutions around the world. The CRC Handbook of Electrical Filters fills in the gaps for engineers and scientists who need a basic introduction to the subject. Unlike the currently available textbooks, which are filled with detailed, highly technical analysis geared to the specialist, this practical guide provides useful information for the non-specialist about the various types of filters, their design, and applications. The handbook covers approximation theory and methods and introduces CAD packages that perform approximation and synthesis for both analog and digital filters. Also included are design methods for LCR, active-RC, digital, mechanical, and switched capacitor (SC) filters. A thorough survey of current design trends rounds out this complete assessment of a key field of study.