Menu
Rendelés állapotának ellenőrzése
Kapcsolat
Könyv Smoothing, Filtering and Prediction Garry Einicke

Smoothing, Filtering and Prediction

Estimating The Past, Present and Future

Szerző: Garry Einicke
Nyelv: Angol
Kötés: Kemény kötésű
Kiadó: In Tech
Elérhetőség: Beszállítói készleten
Küldés 10-13 napon belül
43 472 Ft
This book describes the classical smoothing, filtering and prediction techniques together with some...

Információk a könyvről

Szerző
Garry Einicke
Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
2012
oldal
290
EAN
9789533077529
ISBN
9533077522
Enbook ID
24119621
Kiadó
In Tech
Súly
662
Méretek
170 x 244 x 18

Teljes leírás

This book describes the classical smoothing, filtering and prediction techniques together with some more recently developed embellishments for improving performance within applications. It aims to present the subject in an accessible way, so that it can serve as a practical guide for undergraduates and newcomers to the field. The material is organised as a ten-lecture course. The foundations are laid in Chapters 1 and 2, which explain minimum-mean-square-error solution construction and asymptotic behaviour. Chapters 3 and 4 introduce continuous-time and discrete-time minimum-variance filtering. Generalisations for missing data, deterministic inputs, correlated noises, direct feedthrough terms, output estimation and equalisation are described. Chapter 5 simplifies the minimum-variance filtering results for steady-state problems. Observability, Riccati equation solution convergence, asymptotic stability and Wiener filter equivalence are discussed. Chapters 6 and 7 cover the subject of continuous-time and discrete-time smoothing. The main fixed-lag, fixed-point and fixed-interval smoother results are derived. It is shown that the minimum-variance fixed-interval smoother attains the best performance. Chapter 8 attends to parameter estimation. As the above-mentioned approaches all rely on knowledge of the underlying model parameters, maximum-likelihood techniques within expectation-maximisation algorithms for joint state and parameter estimation are described. Chapter 9 is concerned with robust techniques that accommodate uncertainties within problem specifications. An extra term within Riccati equations enables designers to trade-off average error and peak error performance. Chapter 10 rounds off the course by applying the afore-mentioned linear techniques to nonlinear estimation problems. It is demonstrated that step-wise linearisations can be used within predictors, filters and smoothers, albeit by forsaking optimal performance guarantees.

Érdekelheti

Past in Aeschylus and Sophocles

Poulheria Kyriakou
67 102 Ft

Minnie Pouches in the Microrealm

Eric Lide
4 610 Ft

Pro Gamer's Guide to Making Friends

Kevin Hinkle
6 846 Ft

The Politics of Sorrow – A Story of Unity and Allegiance Across Tibetan Exile

Tsering Wangmo Dhompa
12 287 Ft

The Folk of the Air Complete Paperback Boxed Set

Holly Black
14 978 Ft

The Prophet's Pulpit

Josef Linnhoff
6 015 Ft

The Primeval World: A Treatise on the Relations of Geology to Theology

Paton James Gloag
10 052 Ft

Don't Leave the Neighbor out of the Hood

JAIME M KOWLESSAR
7 577 Ft

Unconnected

Paul M. A. Baker
58 067 Ft

A3 Problem Solving for Healthcare

Cindy Jimmerson
32 522 Ft

Analog Electronics Companion

Scott Hamilton
60 871 Ft

Let's Sign Early Years

Cath Smith
4 985 Ft

Azok a vásárlók, akik ezt a könyvet megvásárolták, a következőket is megvásárolták

Die Flora Der Deutschen Schutzgebiete in Der Südsee

Karl Schumann
14 635 Ft

My Mom is Awesome - Polish Edition

Kidkiddos Books
6 186 Ft

DEL DESIG

HILDA HILST
8 304 Ft

Anwendungen Der Dynamik Auf Physik Und Chemie (1890)

Joseph John Thomson
13 231 Ft

Lo que queda de luz

TESSA HADLEY
8 593 Ft

RECIBIENDO AL ESPIRITU

SOBONFU SOME
8 376 Ft

segreto di una vita felice. Itinerario per coppie con il libro di Tobia

Paolo Sartor
3 482 Ft

Il racconto dei racconti ovvero il trattenimento dei piccoli

Giambattista Basile
12 328 Ft