While most textbooks on Numerical Analysis discuss linear techniques for the solution of various numerical problems, this book introduces and illustrates nonlinear methods. It presents several nonlinear techniques resulting mainly from the use of Pad? approximants and rational interpolants.
Numerical Studies in Nonlinear Filtering
โ Scribed by Yaakov Yavin (eds.)
- Publisher
- Springer-Verlag Berlin Heidelberg
- Year
- 1985
- Tongue
- English
- Leaves
- 280
- Series
- Lecture Notes in Control and Information Sciences 65
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Table of Contents
Preliminaries....Pages 1-27
Estimation of parameters via state observation....Pages 28-59
Filtering via Markov chains approximation....Pages 60-102
A Kalman filter for a class of nonlinear stochastic systems....Pages 103-129
Approximating filters for continuous-time systems with interrupted observations....Pages 130-167
Estimation in a multitarget environment....Pages 168-181
State and parameter estimation....Pages 182-214
State estimation for systems driven by wiener and poisson processes....Pages 215-239
Prediction via Markov chains approximation....Pages 240-253
Some extensions of linear filtering....Pages 254-273
โฆ Subjects
Control Engineering;Appl.Mathematics/Computational Methods of Engineering;Systems Theory, Control;Calculus of Variations and Optimal Control;Optimization
๐ SIMILAR VOLUMES
While most textbooks on Numerical Analysis discuss linear techniques for the solution of various numerical problems, this book introduces and illustrates nonlinear methods. It presents several nonlinear techniques resulting mainly from the use of Pad? approximants and rational interpolants.
While most textbooks on Numerical Analysis discuss linear techniques for the solution of various numerical problems, this book introduces and illustrates nonlinear methods. It presents several nonlinear techniques resulting mainly from the use of Pad? approximants and rational interpolants.