Nonlinear Filtering.

Nonlinear Filtering covers linear and nonlinear filtering in a comprehensive manner, with appropriate theoretic and practical development. Aspects of modeling, estimation, recursive filtering, linear filtering, and nonlinear filtering are presented with appropriate and sufficient mathematics. A mode...

Full description

Bibliographic Details
Main Author: Raol, Jitendra R.
Corporate Author: Taylor & Francis
Format: eBook
Language:English
Published: London : CRC Press, 2017.
Subjects:
Online Access:Connect to the full text of this electronic book

MARC

Tag First Indicator Second Indicator Subfields
LEADER 00000cam a2200000Ma 4500
001 in00005520719
006 m o d
007 cr |n|||||||||
008 170714s2017 enka o 000 0 eng d
005 20241108165523.9
035 |a (OCoLC)ocn993696533 
040 |a IDEBK  |b eng  |e pn  |c IDEBK  |d N$T  |d OCLCO  |d OCLCQ  |d CUS  |d OCLCQ  |d OCLCO  |d YDX  |d EBLCP  |d COO  |d UIU  |d CNCGM  |d VLB  |d ERL  |d UAB  |d OCLCQ  |d OCLCF  |d OCLCQ  |d UKMGB  |d OCLCQ  |d K6U  |d OCLCO  |d OCLCQ  |d OCLCO  |d OCLCL 
015 |a GBB7E7872  |2 bnb 
016 7 |a 018427819  |2 Uk 
019 |a 993986802 
020 |a 1498745180  |q (electronic bk.) 
020 |a 9781498745185  |q (electronic bk.) 
020 |a 9781351647953  |q (electronic bk.) 
020 |a 1351647954  |q (electronic bk.) 
020 |a 9781315151908  |q (electronic bk.) 
020 |a 1315151901  |q (electronic bk.) 
020 |z 1498745172 
020 |z 9781498745178 
035 |a (OCoLC)993696533  |z (OCoLC)993986802 
037 |a 1021190  |b MIL 
050 4 |a QA274 
072 7 |a MAT  |x 003000  |2 bisacsh 
072 7 |a MAT  |x 029000  |2 bisacsh 
082 0 4 |a 519.2  |2 23 
049 |a TXAM 
100 1 |a Raol, Jitendra R. 
245 1 0 |a Nonlinear Filtering. 
260 |a London :  |b CRC Press,  |c 2017. 
300 |a 1 online resource (556 pages) :  |b illustrations 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
588 0 |a Print version record. 
505 0 |a Cover; Half Title; Title; Copyright; Dedication; Contents; Preface; Acknowledgements; Authors; Introduction; Section I Mathematical Models, Kalman Filtering and H-Infinity Filters; Chapter 1. Dynamic System Models and Basic Concepts; 1.1 Dynamic Systems: The Need for Modelling, Parameter Estimation and Filtering; 1.2 Mathematical Modelling of Systems; 1.2.1 Time and Frequency Domain Aspects; 1.2.2 Differential Equations; 1.2.3 Difference Equations; 1.2.4 State Space Models; 1.2.4.1 Physical Representation; 1.2.4.2 Controllable Canonical Form; 1.2.4.3 Observable Canonical Form. 
505 8 |a 1.2.4.4 Diagonal Form1.2.4.5 General State Space Models; 1.2.5 Polynomial Models; 1.2.6 Time Series Models; 1.2.6.1 Autoregressive Model; 1.2.6.2 Least Squares Model; 1.2.7 Transfer Function Models; 1.3 Nonlinear Dynamic Systems; 1.3.1 Nonlinearities in a System; 1.3.2 Mathematical Models of Nonlinear Systems; 1.3.2.1 Nonlinear Differential and Difference Equations; 1.3.2.2 Volterra Series; 1.3.2.3 Hammerstein Model; 1.3.2.4 Nonlinear State Space Models; 1.3.2.5 Nonlinear Time Series Models; 1.4 Signal and System Norms; 1.4.1 Signal Norms; 1.4.2 System Norms; 1.4.2.1 H2 Norm; 1.4.2.2 H∞ Norm 
505 8 |a 1.5 Digital Signal Processing, Parameter Estimation and Filtering1.5.1 Signal Processing; 1.5.2 Parameter Estimation: Recursive Approach; 1.5.3 Filtering Concepts; 1.5.4 Simple Recursive Filtering; Appendix 1A: Mean Square Estimation; Appendix 1B: Nonlinear Models Based on Artificial Neural Networks and Fuzzy Logic; Appendix 1C: Illustrative Examples; Chapter 2. Filtering and Smoothing; 2.1 Wiener Filtering; 2.2 Least Squares Parameter Estimation; 2.3 Recursive Least Squares Filter; 2.4 State Space Models and Kalman Filtering; 2.4.1 Discrete Time Filter. 
505 8 |a 2.4.1.1 State and Covariance Matrix Propagation2.4.1.2 Measurement Update; 2.4.1.3 Kalman Gain; 2.4.2 Continuous Time Kalman Filter; 2.4.3 Interpretation of Kalman Filter; 2.4.3.1 Continuous Time Filter; 2.4.3.2 Discrete Time Filter; 2.4.4 Filters for Correlated/Coloured Process and Measurement Noises; 2.4.4.1 Kalman Filter for the Correlated Process and Measurement Noises; 2.4.4.2 Handling of Coloured Process Noise and Coloured Measurement Noise in Kalman Filters; 2.4.5 Time-Varying Linear Kalman Filters; 2.4.6 Steady State Filtering; 2.4.7 Kalman Filter Implementation Aspects. 
505 8 |a 2.4.8 Parallelization of Kalman Filters2.4.8.1 Measurement Update Parallelization; 2.4.8.2 Time Propagation Parallelization; 2.5 Filter Error Methods; 2.5.1 Output Error Method; 2.5.2 Process Noise Algorithms for Linear Systems; 2.5.2.1 Natural Formulation; 2.5.2.2 Innovations Formulation; 2.5.2.3 Mixed Formulation; 2.5.3 Process Noise Algorithms for Nonlinear Systems; 2.5.3.1 Steady-State Filter; 2.5.3.2 Time-Varying Filter; 2.6 Information Filtering; 2.6.1 Fisher's Information Concept; 2.6.2 Linear Information Filter; 2.7 Smoothers. 
520 |a Nonlinear Filtering covers linear and nonlinear filtering in a comprehensive manner, with appropriate theoretic and practical development. Aspects of modeling, estimation, recursive filtering, linear filtering, and nonlinear filtering are presented with appropriate and sufficient mathematics. A modeling-control-system approach is used when applicable, and detailed practical applications are presented to elucidate the analysis and filtering concepts. MATLAB routines are included, and examples from a wide range of engineering applications - including aerospace, automated manufacturing, robotics, and advanced control systems - are referenced throughout the text.--Provided by publisher. 
650 0 |a Stochastic processes. 
650 0 |a Filters (Mathematics) 
650 0 |a Nonlinear theory. 
650 0 |a Engineering mathematics. 
650 2 |a Stochastic Processes 
650 6 |a Processus stochastiques. 
650 6 |a Filtres (Mathématiques) 
650 6 |a Mathématiques de l'ingénieur. 
650 7 |a MATHEMATICS  |x Applied.  |2 bisacsh 
650 7 |a MATHEMATICS  |x Probability & Statistics  |x General.  |2 bisacsh 
650 7 |a Engineering mathematics  |2 fast 
650 7 |a Filters (Mathematics)  |2 fast 
650 7 |a Stochastic processes  |2 fast 
655 7 |a Electronic books.  |2 local 
710 2 |a Taylor & Francis. 
758 |i has work:  |a Nonlinear filtering (Text)  |1 https://id.oclc.org/worldcat/entity/E39PCGDRdb3q8grDhF3MpbhY6C  |4 https://id.oclc.org/worldcat/ontology/hasWork 
776 0 8 |i Print version:  |a Raol, Jitendra R.  |t Nonlinear Filtering.  |d London : CRC Press, 2017  |z 9781498745178  |z 1498745172  |w (DLC) 2016050885  |w (OCoLC)967774858 
856 4 0 |u http://proxy.library.tamu.edu/login?url=https://www.taylorfrancis.com/books/9781315151908  |z Connect to the full text of this electronic book  |t 0 
955 |a Taylor and Francis ENGnetBASE 
994 |a 92  |b TXA 
999 f f |s eb3c42ee-df3e-4b6a-b5e0-0d6a8e793e1f  |i 467c1111-f487-489c-9605-ca08045787d0  |t 0 
952 f f |a Texas A&M University  |b College Station  |c Electronic Resources  |d Available Online  |t 0  |e QA274   |h Library of Congress classification 
998 f f |a QA274   |t 0  |l Available Online