Nonlinear Filtering and Optimal Phase Tracking

Nonlinear Filtering and Optimal Phase Tracking
Author: Zeev Schuss
Publisher: Springer Science & Business Media
Total Pages: 276
Release: 2011-11-16
Genre: Mathematics
ISBN: 1461404878

This book offers an analytical rather than measure-theoretical approach to the derivation of the partial differential equations of nonlinear filtering theory. The basis for this approach is the discrete numerical scheme used in Monte-Carlo simulations of stochastic differential equations and Wiener's associated path integral representation of the transition probability density. Furthermore, it presents analytical methods for constructing asymptotic approximations to their solution and for synthesizing asymptotically optimal filters. It also offers a new approach to the phase tracking problem, based on optimizing the mean time to loss of lock. The book is based on lecture notes from a one-semester special topics course on stochastic processes and their applications that the author taught many times to graduate students of mathematics, applied mathematics, physics, chemistry, computer science, electrical engineering, and other disciplines. The book contains exercises and worked-out examples aimed at illustrating the methods of mathematical modeling and performance analysis of phase trackers.

Bayesian Bounds for Parameter Estimation and Nonlinear Filtering/Tracking

Bayesian Bounds for Parameter Estimation and Nonlinear Filtering/Tracking
Author: Harry L. Van Trees
Publisher: Wiley-IEEE Press
Total Pages: 951
Release: 2007-08-31
Genre: Technology & Engineering
ISBN: 9780470120958

The first comprehensive development of Bayesian Bounds for parameter estimation and nonlinear filtering/tracking Bayesian estimation plays a central role in many signal processing problems encountered in radar, sonar, communications, seismology, and medical diagnosis. There are often highly nonlinear problems for which analytic evaluation of the exact performance is intractable. A widely used technique is to find bounds on the performance of any estimator and compare the performance of various estimators to these bounds. This book provides a comprehensive overview of the state of the art in Bayesian Bounds. It addresses two related problems: the estimation of multiple parameters based on noisy measurements and the estimation of random processes, either continuous or discrete, based on noisy measurements. An extensive introductory chapter provides an overview of Bayesian estimation and the interrelationship and applicability of the various Bayesian Bounds for both static parameters and random processes. It provides the context for the collection of papers that are included. This book will serve as a comprehensive reference for engineers and statisticians interested in both theory and application. It is also suitable as a text for a graduate seminar or as a supplementary reference for an estimation theory course.

Advances in Applied Nonlinear Optimal Control

Advances in Applied Nonlinear Optimal Control
Author: Gerasimos Rigatos
Publisher: Cambridge Scholars Publishing
Total Pages: 741
Release: 2020-11-19
Genre: Technology & Engineering
ISBN: 1527562468

This volume discusses advances in applied nonlinear optimal control, comprising both theoretical analysis of the developed control methods and case studies about their use in robotics, mechatronics, electric power generation, power electronics, micro-electronics, biological systems, biomedical systems, financial systems and industrial production processes. The advantages of the nonlinear optimal control approaches which are developed here are that, by applying approximate linearization of the controlled systems’ state-space description, one can avoid the elaborated state variables transformations (diffeomorphisms) which are required by global linearization-based control methods. The book also applies the control input directly to the power unit of the controlled systems and not on an equivalent linearized description, thus avoiding the inverse transformations met in global linearization-based control methods and the potential appearance of singularity problems. The method adopted here also retains the known advantages of optimal control, that is, the best trade-off between accurate tracking of reference setpoints and moderate variations of the control inputs. The book’s findings on nonlinear optimal control are a substantial contribution to the areas of nonlinear control and complex dynamical systems, and will find use in several research and engineering disciplines and in practical applications.

Beyond the Kalman Filter: Particle Filters for Tracking Applications

Beyond the Kalman Filter: Particle Filters for Tracking Applications
Author: Branko Ristic
Publisher: Artech House
Total Pages: 328
Release: 2003-12-01
Genre: Technology & Engineering
ISBN: 9781580538510

For most tracking applications the Kalman filter is reliable and efficient, but it is limited to a relatively restricted class of linear Gaussian problems. To solve problems beyond this restricted class, particle filters are proving to be dependable methods for stochastic dynamic estimation. Packed with 867 equations, this cutting-edge book introduces the latest advances in particle filter theory, discusses their relevance to defense surveillance systems, and examines defense-related applications of particle filters to nonlinear and non-Gaussian problems. With this hands-on guide, you can develop more accurate and reliable nonlinear filter designs and more precisely predict the performance of these designs. You can also apply particle filters to tracking a ballistic object, detection and tracking of stealthy targets, tracking through the blind Doppler zone, bi-static radar tracking, passive ranging (bearings-only tracking) of maneuvering targets, range-only tracking, terrain-aided tracking of ground vehicles, and group and extended object tracking.

Nonlinear Stochastic Problems

Nonlinear Stochastic Problems
Author: S. Bucy
Publisher: Springer Science & Business Media
Total Pages: 609
Release: 2012-12-06
Genre: Mathematics
ISBN: 9400971427

This volume corresponds to the invited lectures and advanced research papers presented at the NATD Advanced Study Institute on Nonlinear Stochastic Problems with emphasis on Identification, Signal Processing, Control and Nonlinear Filtering held in Algarve (Portugal), on May 1982. The book is a blend of theoretical issues, algorithmic implementation aspects, and application examples. In many areas of science and engineering, there are problems which are intrinsically nonlinear 3nd stochastic in nature. Clear examples arise in identification and mOdeling, signal processing, nonlinear filtering, stochastic and adaptive conLrol. The meeting was organized because it was felt that there is a need for discussion of the methods and philosophy underlying these different areas, and in order to communicate those approaches that have proven to be effective. As the computational technology progresses, more general approaches to a number of problems which have been treated previously by linearization and perturbation methods become feasible and rewarding.

An Introduction to Signal Detection and Estimation

An Introduction to Signal Detection and Estimation
Author: H. Vincent Poor
Publisher: Springer Science & Business Media
Total Pages: 558
Release: 2013-06-29
Genre: Technology & Engineering
ISBN: 1475738633

The purpose of this book is to introduce the reader to the basic theory of signal detection and estimation. It is assumed that the reader has a working knowledge of applied probabil ity and random processes such as that taught in a typical first-semester graduate engineering course on these subjects. This material is covered, for example, in the book by Wong (1983) in this series. More advanced concepts in these areas are introduced where needed, primarily in Chapters VI and VII, where continuous-time problems are treated. This book is adapted from a one-semester, second-tier graduate course taught at the University of Illinois. However, this material can also be used for a shorter or first-tier course by restricting coverage to Chapters I through V, which for the most part can be read with a background of only the basics of applied probability, including random vectors and conditional expectations. Sufficient background for the latter option is given for exam pIe in the book by Thomas (1986), also in this series.

Optimal Filtering

Optimal Filtering
Author: Brian D. O. Anderson
Publisher: Courier Corporation
Total Pages: 370
Release: 2012-05-23
Genre: Science
ISBN: 0486136892

Graduate-level text extends studies of signal processing, particularly regarding communication systems and digital filtering theory. Topics include filtering, linear systems, and estimation; discrete-time Kalman filter; time-invariant filters; more. 1979 edition.