Nonlinear Filtering

Concepts and Engineering Applications

Inbunden, Engelska, 2017

Av Jitendra R. Raol, Girija Gopalratnam, Bhekisipho Twala, India) Raol, Jitendra R. (National Aerospace Laboratories (CSIR-NAL), India) Gopalratnam, Girija (Technical Consultant, Bangalore, South Africa) Twala, Bhekisipho (University of Johannesburg, Jitendra R Raol

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Nonlinear Filtering covers linear and nonlinear filtering in a comprehensive manner, with appropriate theoretic and practical development. Aspects of modeling, estimation, recursive filtering, linear filtering, and nonlinear filtering are presented with appropriate and sufficient mathematics. A modeling-control-system approach is used when applicable, and detailed practical applications are presented to elucidate the analysis and filtering concepts. MATLAB routines are included, and examples from a wide range of engineering applications - including aerospace, automated manufacturing, robotics, and advanced control systems - are referenced throughout the text.

Produktinformation

Utgivningsdatum2017-06-08
Mått210 x 280 x 40 mm
Vikt1 610 g
FormatInbunden
SpråkEngelska
Antal sidor580
FörlagTaylor & Francis Inc
ISBN9781498745178

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Jitendra R. Raol, Ph.D., is an Emeritus Professor at the Ramaiah Institute of Technology in Bangalore, India. He previously served at the National Aerospace Laboratories (NAL), as Scientist-G and head of the Flight Mechanics and Control Division (FMCD). He was elected a fellow of the IEE (UK), was a senior member of the IEEE (US), is a life-fellow of the Aeronautical Society of India, and a life member of the System Society of India. Mrs. Dr. Girija, G. is a former senior scientist from CSIR-NAL, Bangalore. She was selected to participate in the Science Technology & Innovation Policy (STIP) Executive Education Program at the John F. Kennedy School of Government, Harvard University, USA sponsored by the Indo-US Science & Technology Forum (IUSSTF), April 8-23, 2008. Professor Bhekisipho Twala is a professor of artificial intelligence and statistical sciences, and head of the Department of Electrical and Electronic Engineering Science at the Johannesburg University, South Africa.

PrefaceAcknowledgementsAuthorsIntroductionSection I Mathematical Models, Kalman Filtering and H-Infinity Filters1. Dynamic System Models and Basic Concepts2. Filtering and Smoothing3. H∞ Filtering4. Adaptive FilteringSection II Factorization and Approximation Filters5. Factorization Filtering6. Approximation Filters for Nonlinear Systems7. Generalized Model Error Estimators for Nonlinear SystemsSection III Nonlinear Filtering, Estimation and Implementation Approaches8. Nonlinear Estimation and Filtering9. Nonlinear Filtering Based on Characteristic Functions10. Implementation Aspects of Nonlinear Filters11. Nonlinear Parameter Estimation12. Nonlinear ObserversSection IV Appendixes – Basic Concepts and Supporting MaterialAppendix A: System Theoretic Concepts – Controllability, Observability, Identifiability and EstimabilityAppendix B: Probability, Stochastic Processes and Stochastic CalculusAppendix C: Bayesian FilteringAppendix D: Girsanov TheoremAppendix E: Concepts from Signal and Stochastic AnalysesAppendix F: Notes on Simulation and Some AlgorithmsAppendix G: Additional ExamplesIndex