Author: Johnetta Reddix MacCallaPublisher:
ISBN:
Category : Automatic control
Languages : en
Pages : 586
Book Description
Simultaneous State and Parameter Estimation of Systems with Multiplicative Noise
Author: Johnetta Reddix MacCallaPublisher:
ISBN:
Category : Automatic control
Languages : en
Pages : 586
Book Description
Simultaneous Estimation of the State and Noise Statistics in Linear Dynamical Systems
Author: Paul D. AbramsonPublisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 354
Book Description
An optimal procedure for estimating the state of a linear dynamical system when the statistics of the measurement and process noise are poorly known is developed. The criterion of maximum likelihood is used to obtain an optimal estimate of the state and noise statistics. These estimates are shown to be asymptotically unbiased, efficient, and unique, with the estimation error normally distributed with a known covariance. The resulting equations for the estimates cannot be solved recursively, but an iterative procedure for their solution is presented. Several approximate solutions are presented which reduce the necessary computations in finding the estimates. Some of the approximate solutions allow a real time estimation of the state and noise statistics. Closely related to the estimation problem is the subject of hypothesis testing. Several criteria are developed for testing hypotheses concerning the values of the noise statistics that are used in the computation of the appropriate filter gains in a linear Kalman type state estimator. If the observed measurements are not consistent with the assumptions about the noise statistics, then estimation of the noise statistics should be undertaken using either optimal or suboptimal procedures. Numerical results of a digital computer simulation of the optimal and suboptimal solutions of the estimation problem are presented for a simple but realistic example.
Proceedings of the 1977 IEEE Conference on Decision & Control, Including the 16th Symposium on Adaptive Processes and a Special Symposium on Fuzzy Set Theory and Applications, December 7-9, 1977, Fairmont Hotel, New Orleans, Louisiana
Author: Publisher:
ISBN:
Category : Adaptive control systems
Languages : en
Pages : 1568
Book Description
Simultaneous Estimation of the State and Noise Statistics in Linear Dynamical Systems
Author: Paul Dowling Abramson (Jr)Publisher:
ISBN:
Category :
Languages : en
Pages : 342
Book Description
Simultaneous Estimation of the State and Noise Statistics in Linear Dynamical Systems
Author: Simultaneous Estimation of the State and Noise Statistics in Linear Dynamical Systems
Author: Paul Dowling Abramson (Jr)Publisher:
ISBN:
Category :
Languages : en
Pages : 342
Book Description
Dissertation Abstracts International
Author: Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 716
Book Description
Simultaneous state and parameter estimation and sensors location for distributed systems
Author: H. MalebrancheControl and Estimation in Distributed Parameter Systems
Author: H. T. BanksPublisher: SIAM
ISBN: 0898712971
Category : Technology & Engineering
Languages : en
Pages : 235
Book Description
A comprehensive and lucid text that relates frequency domain techniques to state-space or time domain approaches for infinite-dimensional systems.
State Estimation for Dynamic Systems
Author: Felix L. ChernouskoPublisher: CRC Press
ISBN: 9780849344589
Category : Technology & Engineering
Languages : en
Pages : 322
Book Description
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.