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Optimal estimation of dynamic systems /

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"Optimal Estimation of Dynamic Systems, Second Edition highlights the importance of both physical and numerical modeling in solving dynamics-based estimation problems found in engineering systems. Accessible to engineering students, applied mathematicians, and practicing engineers, the text pre...

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Bibliographic Details
Main Author: Crassidis, John L.
Other Authors: Junkins, John L.
Format: eBook
Language:English
Published: Boca Raton, FL : CRC Press, ©2012.
Edition:2nd ed.
Series:Chapman & Hall/CRC applied mathematics and nonlinear science series.
Subjects:
System analysis.
Estimation theory.
Systems Analysis
Analyse de systèmes.
Théorie de l'estimation.
systems analysis.
MATHEMATICS > Applied.
TECHNOLOGY & ENGINEERING > Electrical.
TECHNOLOGY & ENGINEERING > Mechanical.
SCIENCE > Chaotic Behavior in Systems.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • 1. Least squares approximation
  • 2. Probability concepts in least squares
  • 3. Sequential state estimation
  • 4. Advanced topics in sequential state estimation
  • 5. Batch state estimation
  • 6. Parameter estimation : applications
  • 7. Estimation of dynamic systems : applications
  • 8. Optimal control and estimation theory
  • A. Review of dynamic systems
  • B. Matrix properties
  • C. Basic probability concepts
  • D. Parameter optimization methods
  • E. Computer software.