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  • Produktbild: Optimal and Robust Estimation
  • Produktbild: Optimal and Robust Estimation

Optimal and Robust Estimation With an Introduction to Stochastic Control Theory, Second Edition

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Beschreibung

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

17.09.2007

Abbildungen

schwarz-weiss Illustrationen, Tabellen, schwarz-weiss

Verlag

Taylor and Francis

Seitenzahl

552

Maße (L/B/H)

24/16,1/3,4 cm

Gewicht

920 g

Auflage

2. Auflage

Sprache

Englisch

ISBN

978-0-8493-9008-1

Beschreibung

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

17.09.2007

Abbildungen

schwarz-weiss Illustrationen, Tabellen, schwarz-weiss

Verlag

Taylor and Francis

Seitenzahl

552

Maße (L/B/H)

24/16,1/3,4 cm

Gewicht

920 g

Auflage

2. Auflage

Sprache

Englisch

ISBN

978-0-8493-9008-1

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  • Produktbild: Optimal and Robust Estimation
  • Produktbild: Optimal and Robust Estimation
  • OPTIMAL ESTIMATIONClassical Estimation TheoryMean-Square Estimation Maximum-Likelihood Estimation The Cramer-Rao Bound Recursive Estimation Wiener FilteringProblemsDiscrete-Time Kalman FilterDeterministic State Observer Linear Stochastic Systems The Discrete-Time Kalman Filter Discrete Measurements of Continuous-Time SystemsError Dynamics and Statistical Steady State Frequency Domain Results Correlated Noise and Shaping Filters Optimal SmoothingProblemsContinuous-Time Kalman FilterDerivation from Discrete Kalman Filter Some Examples Derivation from Wiener-Hopf Equation Error Dynamics and Statistical Steady State Frequency Domain Results Correlated Noise and Shaping Filters Discrete Measurements of Continuous-Time Systems Optimal SmoothingProblemsKalman Filter Design and ImplementationModeling Errors, Divergence, and Exponential Data Weighting Reduced-Order Filters and Decoupling Using Suboptimal Gains Scalar Measurement UpdatingProblemsEstimation for Nonlinear SystemsUpdate of the Hyperstate General Update of Mean and Covariance Extended Kalman Filter Application to Robotics and Adaptive SamplingProblemsROBUST ESTIMATIONRobust Kalman FilterSystems with Modeling Uncertainties Robust Finite Horizon Kalman A Priori Filter Robust Stationary Kalman A Priori Filter Convergence AnalysisLinear Matrix Inequality Approach Robust Kalman Filtering for Continuous-Time SystemsProblemsH-Infinity Filtering of Continuous-Time SystemsH-Infinity Filtering Problem Finite Horizon H-Infinity Linear Filter Characterization of All Finite Horizon H-Infinity Linear Filters Stationary H-Infinity Filter-Riccati Equation Approach Relationship with the Kalman Filter Convergence Analysis H-Infinity Filtering for a Special Class of Signal Models Stationary H-Infinity Filter-Linear Matrix Inequality ApproachProblemsH-Infinity Filtering of Discrete-Time SystemsDiscrete-Time H-Infinity Filtering Problem H-Infinity A Priori Filter H-Infinity A Posteriori Filter Polynomial Approach to H-Infinity Estimation J-Spectral Factorization Applications in Channel EqualizationProblemsOPTIMAL STOCHASTIC CONTROLStochastic Control for State Variable SystemsDynamic Programming Approach Continuous-Time Linear Quadratic Gaussian ProblemDiscrete-Time Linear Quadratic Gaussian ProblemProblemsStochastic Control for Polynomial SystemsPolynomial Representation of Stochastic Systems Optimal Prediction Minimum Variance Control Polynomial Linear Quadratic Gaussian RegulatorProblemsAppendix A: Review of Matrix AlgebraBasic Definitions and Facts Partitioned Matrices Quadratic Forms and Definiteness Matrix CalculusReferencesIndex