ENGLISH

Introduction to Optimal Estimation

By E. W. Kamen PhD , J. K. Su PhD (auth.)

Book information

Publisher
Springer-Verlag London
Year
1999
ISBN
978-1-85233-133-7, 978-1-4471-0417-9
DOI
10.1007/978-1-4471-0417-9
Language
english
Format
PDF
Filesize
25 MB (26583179 bytes)
Series
Advanced Textbooks in Control and Signal Processing
Edition
1
Pages
380\383
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00
Chemistry and Earth Sciences; ControlComputer ScienceControl; SignalControl; Statistics for EngineeringImage and Speech Processing; Probability Theory anMechatronicsPhysicsRobotics

Description

This book, developed from a set of lecture notes by Professor Kamen, and since expanded and refined by both authors, is an introductory yet comprehensive study of its field. It contains examples that use MATLAB® and many of the problems discussed require the use of MATLAB®. The primary objective is to provide students with an extensive coverage of Wiener and Kalman filtering along with the development of least squares estimation, maximum likelihood estimation and a posteriori estimation, based on discrete-time measurements. In the study of these estimation techniques there is strong emphasis on how they interrelate and fit together to form a systematic development of optimal estimation. Also included in the text is a chapter on nonlinear filtering, focusing on the extended Kalman filter and a recently-developed nonlinear estimator based on a block-form version of the Levenberg-Marquadt Algorithm.

Similar books