This book introduces the fundamental ideas of linear stochastic estimation or what is more commonly known as optimal estimation. These ideas are important in the field of control where the signals received are noisy and used to determine the flight path of a plane, orbit of a space vehicle or the co
Optimal estimation of dynamic systems
โ Scribed by John L Crassidis; John L Junkins
- Publisher
- Chapman & Hall/CRC
- Year
- 2004
- Tongue
- English
- Leaves
- 599
- Series
- Chapman & Hall/CRC applied mathematics and nonlinear science series
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Synopsis
Originating in economics but now used in a variety of disciplines, including medicine, epidemiology and the social sciences, this book provides accessible coverage of the theoretical foundations of the Logit model as well as its applications to concrete problems. It is written not only for economists but for researchers working in disciplines where it is necessary to model qualitative random variables. J.S. Cramer has also provided data sets on which to practice Logit analysis "Optimal Estimation of Dynamic Systems explores topics that are important in the field of control where the signals received are used to estimate the state of highly sensitive processes such as the flight path of a plane, the orbit of a space vehicle, or the dynamics of a complicated machine. The authors use dynamic models from mechanical and aerospace engineering to provide immediate results of estimation concepts with a minimal reliance on mathematical skills. The book documents the development of the central concepts and methods of optimal estimation theory in a manner accessible to engineering students, applied mathematicians, and practicing engineers.It includes rigorous theoretical derivations and a significant amount of qualitative discussion and judgments, frequently in the context of solving example problems. It also presents prototype algorithms, giving detail and discussion to simulate development of efficient computer programs and intelligent use of them."--BOOK JACKET. Read more... 1. Least squares approximation -- 2. Probability concepts in least squares -- 3. Review of dynamical systems -- 4. Parameter estimation : applications -- 5. Sequential state estimation -- 6. Batch state estimation -- 7. Estimation of dynamic systems : applications -- 8. Optimal control and estimation theory
๐ SIMILAR VOLUMES
Most newcomers to the field of linear stochastic estimation go through a difficult process in understanding and applying the theory.This book minimizes the process while introducing the fundamentals of optimal estimation.Optimal Estimation of Dynamic Systems explores topics that are important in th
Crassidis (mechanical and aerospace engineering, State University of New York-Buffalo) and Junkins (Center for Mechanics and Control, Texas A&M University) introduce fundamentals of estimation to engineers, scientists, applied mathematicians, and advanced students, using dynamic models from mechanic
This book introduces the fundamental ideas of linear stochastic estimation or what is more commonly known as optimal estimation. These ideas are important in the field of control where the signals received are noisy and used to determine the flight path of a plane, orbit of a space vehicle or the co
Optimal Estimation of Dynamic Systems, Second Edition highlights the importance of both physical and numerical modeling in solving dynamics-based estimation problems found in engineering systems. Accessible to engineering students, applied mathematicians, and practicing engineers, the text presents