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Book Cover
E-book
Author Gibbs, Bruce. P., 1946-

Title Advanced kalman filtering, least-squares and modeling : a practical handbook / Bruce P. Gibbs
Published Hoboken, N.J. : Wiley, ©2011

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Description 1 online resource (xx, 605 pages) : illustrations
Contents System Dynamics and Models -- Modeling Examples -- Linear Least-Squares Estimation: Fundamentals -- Linear Least-Squares Estimation: Solution Techniques -- Least-Squares Estimation: Model Errors and Model Order -- Least-Squares Estimation: Constraints, Nonlinear Models, and Robust Techniques -- Kalman Filtering -- Filtering for Nonlinear Systems, Smoothing, Error Analysis/Model Design, and Measurement Preprocessing -- Factored (Square-Root) Filtering -- Advanced Filtering Topics -- Empirical Modeling -- Appendix A: Summary of Vector/Matrix Operations -- Appendix B: Probability and Random Variables
Summary This book is intended primarily as a handbook for engineers who must design practical systems. Its primarygoal is to discuss model development in sufficient detail so that the reader may design an estimator that meets all application requirements and is robust to modeling assumptions. Since it is sometimes difficult to ia priori/i determine the best model structure, use of iexploratory data analysis/i to define model structure is discussed. Methods for deciding on the "best" model are also presented./ A second goal is to present little known extensions of least squares estimation or Kalman filtering that provide guidance on model structure and parameters, or make the estimator more robust to changes in real-world behavior./ A third goal is discussion of implementation issues that make the estimator more accurate or efficient, or that make it flexible so that model alternatives can be easily compared./ The fourth goal is to provide the designer/analyst with guidance in evaluating estimator performance and in determining/correcting problems./ The final goal is to provide a subroutine library that simplifies implementation, and flexible general purpose high-level drivers that allow both easy analysis of alternative models and access to extensions of the basic filtering. / // Supplemental materials and up-to-date errata are downloadable at a href="http://booksupport.wiley.com/"http://booksupport.wiley.com/a
Bibliography Includes bibliographical references (pages 579-597) and index
Notes Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212 MiAaHDL
English
Print version record
digitized 2011 HathiTrust Digital Library committed to preserve pda MiAaHDL
Subject Engineering -- Statistical methods.
Kalman filtering.
Least squares.
Mathematical models.
Models, Theoretical
mathematical models.
TECHNOLOGY & ENGINEERING -- Engineering (General)
Engineering -- Statistical methods
Kalman filtering
Least squares
Mathematical models
Kalman-Filter
Methode der kleinsten Quadrate
Reglerteori.
Form Electronic book
ISBN 9780470890035
0470890037
9780470890042
0470890045
9781118003169
1118003160
1283025191
9781283025195
9786613025197
6613025194