Indefinite Quadratic Estimation And Control
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Author | : Babak Hassibi |
Publisher | : SIAM |
Total Pages | : 572 |
Release | : 1999-01-01 |
Genre | : Mathematics |
ISBN | : 9781611970760 |
This monograph presents a unified mathematical framework for a wide range of problems in estimation and control. The authors discuss the two most commonly used methodologies: the stochastic H² approach and the deterministic (worst-case) H [infinity] approach. Despite the fundamental differences in the philosophies of these two approaches, the authors have discovered that, if indefinite metric spaces are considered, they can be treated in the same way and are essentially the same. The benefits and consequences of this unification are pursued in detail, with discussions of how to generalize well-known results from H² theory to H [infinity] setting, as well as new results and insight, the development of new algorithms, and applications to adaptive signal processing. The authors deliberately have placed primary emphasis on estimation problems which enable one to solve all the relevant control problems in detail. They also deal mostly with discrete-time systems, since these are the ones most important in current applications.
Author | : Babak Hassibi |
Publisher | : SIAM |
Total Pages | : 563 |
Release | : 1999-01-01 |
Genre | : Mathematics |
ISBN | : 0898714117 |
Presents a unified mathematical framework for a wide range of problems in estimation and control.
Author | : David Jin |
Publisher | : Springer Science & Business Media |
Total Pages | : 733 |
Release | : 2011-09-15 |
Genre | : Technology & Engineering |
ISBN | : 3642237770 |
CSISE2011 is an integrated conference concentrating its focus upon Computer Science,Intelligent System and Environment. In the proceeding, you can learn much more knowledge about Computer Science, Intelligent System and Environment of researchers all around the world. The international conference will provide a forum for engineers, scientist, teachers and all researchers to discuss their latest research achievements and their future research plan. The main role of the proceeding is to be used as an exchange pillar for researchers who are working in the mentioned field. In order to meet high standard of Springer ́s Advances in Intelligent and Soft Computing ,the organization committee has made their efforts to do the following things. Firstly, poor quality paper has been refused after reviewing course by anonymous referee experts. Secondly, periodically review meetings have been held around the reviewers about five times for exchanging reviewing suggestions. Finally, the conference organization had several preliminary sessions before the conference. Through efforts of different people and departments, the conference will be successful and fruitful. We hope that you can get much more knowledges from our CSISE2011, and we also hope that you can give us good suggestions to improve our work in the future.
Author | : Mohamed Najim |
Publisher | : John Wiley & Sons |
Total Pages | : 410 |
Release | : 2010-01-05 |
Genre | : Technology & Engineering |
ISBN | : 0470393688 |
The purpose of this book is to provide graduate students and practitioners with traditional methods and more recent results for model-based approaches in signal processing. Firstly, discrete-time linear models such as AR, MA and ARMA models, their properties and their limitations are introduced. In addition, sinusoidal models are addressed. Secondly, estimation approaches based on least squares methods and instrumental variable techniques are presented. Finally, the book deals with optimal filters, i.e. Wiener and Kalman filtering, and adaptive filters such as the RLS, the LMS and their variants.
Author | : Huanshui Zhang |
Publisher | : Springer |
Total Pages | : 221 |
Release | : 2007-09-05 |
Genre | : Technology & Engineering |
ISBN | : 3540711198 |
Time delays exist in many engineering systems such as transportation, communication, process engineering and networked control systems. In recent years, time delay systems have attracted recurring interests from research community. Much of the effort has been focused on stability analysis and stabilization of time delay systems using the so-called Lyapunov-Krasovskii functional together with a linear matrix inequality approach, which provides an efficient numerical tool for handling systems with delays in state and/or inputs. Recently, some more interesting and fundamental development for systems with input/output (i/o) delays has been made using time domain or frequency domain approaches. These approaches lead to analytical solutions to time delay problems in terms of Riccati equations or spectral factorizations. This monograph presents simple analytical solutions to control and estimation problems for systems with multiple i/o delays via elementary tools such as projection. We propose a re-organized innovation analysis approach for delay systems and establish a duality between optimal control of systems with multiple input delays and smoothing estimation for delay free systems. These appealing new techniques are applied to solve control and estimation problems for systems with multiple i/o delays and state delays under both the H2 and H-infinity performance criteria.
Author | : Maiying Zhong |
Publisher | : Springer Nature |
Total Pages | : 407 |
Release | : 2022-11-01 |
Genre | : Technology & Engineering |
ISBN | : 9811954380 |
This book focuses on fault diagnosis for linear discrete time-varying (LDTV) systems and its applications in modern engineering processes, with more weighting placed on the development of theory and methodologies. A comprehensive and systematic study on fault diagnosis for LDTV systems is provided, covering H∞-optimization-based fault diagnosis, H∞-filtering-based fault diagnosis, parity space-based fault diagnosis, Krein space technique-aided fault detection and fault estimation, and their typical applications in linear/nonlinear processes such as satellite attitude control systems and INS/GPS systems. This book benefits researchers, engineers, and graduate students in the fields of control engineering, electrical and electronic engineering, instrumentation science, and optoelectronic engineering.
Author | : Yuriy S. Shmaliy |
Publisher | : John Wiley & Sons |
Total Pages | : 484 |
Release | : 2022-07-20 |
Genre | : Technology & Engineering |
ISBN | : 1119863090 |
A unified and systematic theoretical framework for solving problems related to finite impulse response (FIR) estimate Optimal and Robust State Estimation: Finite Impulse Response (FIR) and Kalman Approaches is a comprehensive investigation into batch state estimators and recursive forms. The work begins by introducing the reader to the state estimation approach and provides a brief historical overview. Next, the work discusses the specific properties of finite impulse response (FIR) state estimators. Further chapters give the basics of probability and stochastic processes, discuss the available linear and nonlinear state estimators, deal with optimal FIR filtering, and consider a limited memory batch and recursive algorithms. Other topics covered include solving the q-lag FIR smoothing problem, introducing the receding horizon (RH) FIR state estimation approach, and developing the theory of FIR state estimation under disturbances. The book closes by discussing the theory of FIR state estimation for uncertain systems and providing several applications where the FIR state estimators are used effectively. Key concepts covered in the work include: A holistic overview of the state estimation approach, which arose from the need to know the internal state of a real system, given that the input and output are both known Optimal, optimal unbiased, maximum likelihood, and unbiased and robust finite impulse response (FIR) structures FIR state estimation approach along with the infinite impulse response (IIR) and Kalman approaches Cost functions and the most critical properties of FIR and IIR state estimates Optimal and Robust State Estimation: Finite Impulse Response (FIR) and Kalman Approaches was written for professionals in the fields of microwave engineering, system engineering, and robotics who wish to move towards solving finite impulse response (FIR) estimate issues in both theoretical and practical applications. Graduate and senior undergraduate students with coursework dealing with state estimation will also be able to use the book to gain a valuable foundation of knowledge and become more adept in their chosen fields of study.
Author | : Gennady Yu. Kulikov |
Publisher | : Springer Nature |
Total Pages | : 813 |
Release | : |
Genre | : |
ISBN | : 3031613716 |
Author | : Simon Haykin |
Publisher | : John Wiley & Sons |
Total Pages | : 516 |
Release | : 2003-09-08 |
Genre | : Technology & Engineering |
ISBN | : 9780471215707 |
Edited by the original inventor of the technology. Includes contributions by the foremost experts in the field. The only book to cover these topics together.
Author | : S. van Huffel |
Publisher | : Springer Science & Business Media |
Total Pages | : 389 |
Release | : 2013-03-14 |
Genre | : Mathematics |
ISBN | : 9401735522 |
In response to a growing interest in Total Least Squares (TLS) and Errors-In-Variables (EIV) modeling by researchers and practitioners, well-known experts from several disciplines were invited to prepare an overview paper and present it at the third international workshop on TLS and EIV modeling held in Leuven, Belgium, August 27-29, 2001. These invited papers, representing two-thirds of the book, together with a selection of other presented contributions yield a complete overview of the main scientific achievements since 1996 in TLS and Errors-In-Variables modeling. In this way, the book nicely completes two earlier books on TLS (SIAM 1991 and 1997). Not only computational issues, but also statistical, numerical, algebraic properties are described, as well as many new generalizations and applications. Being aware of the growing interest in these techniques, it is a strong belief that this book will aid and stimulate users to apply the new techniques and models correctly to their own practical problems.