Kalman Filtering Under Information Theoretic Criteria

Kalman Filtering Under Information Theoretic Criteria PDF Author: Badong Chen
Publisher: Springer Nature
ISBN: 3031337646
Category : Technology & Engineering
Languages : en
Pages : 304

Book Description
This book provides several efficient Kalman filters (linear or nonlinear) under information theoretic criteria. They achieve excellent performance in complicated non-Gaussian noises with low computation complexity and have great practical application potential. The book combines all these perspectives and results in a single resource for students and practitioners in relevant application fields. Each chapter starts with a brief review of fundamentals, presents the material focused on the most important properties and evaluates comparatively the models discussing free parameters and their effect on the results. Proofs are provided at the end of each chapter. The book is geared to senior undergraduates with a basic understanding of linear algebra, signal processing and statistics, as well as graduate students or practitioners with experience in Kalman filtering.

Kalman Filtering

Kalman Filtering PDF Author: Mohinder S. Grewal
Publisher: John Wiley & Sons
ISBN: 111898496X
Category : Technology & Engineering
Languages : en
Pages : 639

Book Description
The definitive textbook and professional reference on Kalman Filtering – fully updated, revised, and expanded This book contains the latest developments in the implementation and application of Kalman filtering. Authors Grewal and Andrews draw upon their decades of experience to offer an in-depth examination of the subtleties, common pitfalls, and limitations of estimation theory as it applies to real-world situations. They present many illustrative examples including adaptations for nonlinear filtering, global navigation satellite systems, the error modeling of gyros and accelerometers, inertial navigation systems, and freeway traffic control. Kalman Filtering: Theory and Practice Using MATLAB, Fourth Edition is an ideal textbook in advanced undergraduate and beginning graduate courses in stochastic processes and Kalman filtering. It is also appropriate for self-instruction or review by practicing engineers and scientists who want to learn more about this important topic.

Adaptive Learning Methods for Nonlinear System Modeling

Adaptive Learning Methods for Nonlinear System Modeling PDF Author: Danilo Comminiello
Publisher: Butterworth-Heinemann
ISBN: 0128129778
Category : Technology & Engineering
Languages : en
Pages : 390

Book Description
Adaptive Learning Methods for Nonlinear System Modeling presents some of the recent advances on adaptive algorithms and machine learning methods designed for nonlinear system modeling and identification. Real-life problems always entail a certain degree of nonlinearity, which makes linear models a non-optimal choice. This book mainly focuses on those methodologies for nonlinear modeling that involve any adaptive learning approaches to process data coming from an unknown nonlinear system. By learning from available data, such methods aim at estimating the nonlinearity introduced by the unknown system. In particular, the methods presented in this book are based on online learning approaches, which process the data example-by-example and allow to model even complex nonlinearities, e.g., showing time-varying and dynamic behaviors. Possible fields of applications of such algorithms includes distributed sensor networks, wireless communications, channel identification, predictive maintenance, wind prediction, network security, vehicular networks, active noise control, information forensics and security, tracking control in mobile robots, power systems, and nonlinear modeling in big data, among many others. This book serves as a crucial resource for researchers, PhD and post-graduate students working in the areas of machine learning, signal processing, adaptive filtering, nonlinear control, system identification, cooperative systems, computational intelligence. This book may be also of interest to the industry market and practitioners working with a wide variety of nonlinear systems. - Presents the key trends and future perspectives in the field of nonlinear signal processing and adaptive learning. - Introduces novel solutions and improvements over the state-of-the-art methods in the very exciting area of online and adaptive nonlinear identification. - Helps readers understand important methods that are effective in nonlinear system modelling, suggesting the right methodology to address particular issues.

System Parameter Identification

System Parameter Identification PDF Author: Badong Chen
Publisher: Newnes
ISBN: 0124045952
Category : Computers
Languages : en
Pages : 266

Book Description
Recently, criterion functions based on information theoretic measures (entropy, mutual information, information divergence) have attracted attention and become an emerging area of study in signal processing and system identification domain. This book presents a systematic framework for system identification and information processing, investigating system identification from an information theory point of view. The book is divided into six chapters, which cover the information needed to understand the theory and application of system parameter identification. The authors' research provides a base for the book, but it incorporates the results from the latest international research publications. - Named a 2013 Notable Computer Book for Information Systems by Computing Reviews - One of the first books to present system parameter identification with information theoretic criteria so readers can track the latest developments - Contains numerous illustrative examples to help the reader grasp basic methods

Optimal Filtering

Optimal Filtering PDF Author: Brian D. O. Anderson
Publisher: Courier Corporation
ISBN: 0486136892
Category : Science
Languages : en
Pages : 370

Book Description
Graduate-level text extends studies of signal processing, particularly regarding communication systems and digital filtering theory. Topics include filtering, linear systems, and estimation; discrete-time Kalman filter; time-invariant filters; more. 1979 edition.

Advances in Cooperative Control and Optimization

Advances in Cooperative Control and Optimization PDF Author: Michael Hirsch
Publisher: Springer
ISBN: 3540743561
Category : Technology & Engineering
Languages : en
Pages : 426

Book Description
Across the globe, the past several years have seen a tremendous increase in the role of cooperative autonomous systems. The field of cooperative control and optimization has established itself as a part of many different scientific disciplines. The contents of this hugely important volume, which adds much to the debate on the subject, are culled from papers presented at the Seventh Annual International Conference on Cooperative Control and Optimization, held in Gainesville, Florida, in January 2007.

Advances in Waveform-Agile Sensing for Tracking

Advances in Waveform-Agile Sensing for Tracking PDF Author: Sandeep Prasad Sira
Publisher: Springer Nature
ISBN: 3031015118
Category : Technology & Engineering
Languages : en
Pages : 74

Book Description
Recent advances in sensor technology and information processing afford a new flexibility in the design of waveforms for agile sensing. Sensors are now developed with the ability to dynamically choose their transmit or receive waveforms in order to optimize an objective cost function. This has exposed a new paradigm of significant performance improvements in active sensing: dynamic waveform adaptation to environment conditions, target structures, or information features. The manuscript provides a review of recent advances in waveform-agile sensing for target tracking applications. A dynamic waveform selection and configuration scheme is developed for two active sensors that track one or multiple mobile targets. A detailed description of two sequential Monte Carlo algorithms for agile tracking are presented, together with relevant Matlab code and simulation studies, to demonstrate the benefits of dynamic waveform adaptation. The work will be of interest not only to practitioners of radar and sonar, but also other applications where waveforms can be dynamically designed, such as communications and biosensing. Table of Contents: Waveform-Agile Target Tracking Application Formulation / Dynamic Waveform Selection with Application to Narrowband and Wideband Environments / Dynamic Waveform Selection for Tracking in Clutter / Conclusions / CRLB Evaluation for Gaussian Envelope GFM Chirp from the Ambiguity Function / CRLB Evaluation from the Complex Envelope

Optimal State Estimation

Optimal State Estimation PDF 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.

Tracking and Kalman Filtering Made Easy

Tracking and Kalman Filtering Made Easy PDF Author: Eli Brookner
Publisher: Wiley-Interscience
ISBN:
Category : Technology & Engineering
Languages : en
Pages : 512

Book Description
TRACKING, PREDICTION, AND SMOOTHING BASICS. g and g-h-k Filters. Kalman Filter. Practical Issues for Radar Tracking. LEAST-SQUARES FILTERING, VOLTAGE PROCESSING, ADAPTIVE ARRAY PROCESSING, AND EXTENDED KALMAN FILTER. Least-Squares and Minimum-Variance Estimates for Linear Time-Invariant Systems. Fixed-Memory Polynomial Filter. Expanding- Memory (Growing-Memory) Polynomial Filters. Fading-Memory (Discounted Least-Squares) Filter. General Form for Linear Time-Invariant System. General Recursive Minimum-Variance Growing-Memory Filter (Bayes and Kalman Filters without Target Process Noise). Voltage Least-Squares Algorithms Revisited. Givens Orthonormal Transformation. Householder Orthonormal Transformation. Gram--Schmidt Orthonormal Transformation. More on Voltage-Processing Techniques. Linear Time-Variant System. Nonlinear Observation Scheme and Dynamic Model (Extended Kalman Filter). Bayes Algorithm with Iterative Differential Correction for Nonlinear Systems. Kalman Filter Revisited. Appendix. Problems. Symbols and Acronyms. Solution to Selected Problems. References. Index.

Advances in Intelligent Information Processing

Advances in Intelligent Information Processing PDF Author: Bhabatosh Chanda
Publisher: World Scientific
ISBN: 9812818987
Category : Computers
Languages : en
Pages : 314

Book Description
The book deals with several key aspects of developing technologies in information processing systems. It explains various problems related to advanced image processing systems and describes some of the latest state-of-the-art techniques in solving them. Particularly, the recent advances in image and video processing are covered thoroughly with real-life applications. Some of the latest topics like rough fuzzy hybridization and knowledge reuse in computational intelligence are included adequately.