Optimal state estimation: Kalman, H [infinity], and nonlinear approaches

卡尔曼滤波器 估计 非线性系统 移动视界估计 无穷 国家(计算机科学) 数学 应用数学 控制理论(社会学) 计算机科学 人工智能 扩展卡尔曼滤波器 算法 统计 经济 数学分析 控制(管理) 管理 物理 量子力学
作者
Dan Simon
出处
期刊:Choice Reviews Online [American Library Association]
卷期号:44 (06): 44-3334 被引量:609
标识
DOI:10.5860/choice.44-3334
摘要

A bottom-up approach that enables readers to master and apply the latest techniques in state estimationThis book offers the best mathematical approaches to estimating the state of a general system. The author presents state estimation theory clearly and rigorously, providing the right amount of advanced material, recent research results, and references to enable the reader to apply state estimation techniques confidently across a variety of fields in science and engineering.While there are other textbooks that treat state estimation, this one offers special features and a unique perspective and pedagogical approach that speed learning: Straightforward, bottom-up approach begins with basic concepts and then builds step by step to more advanced topics for a clear understanding of state estimation Simple examples and problems that require only paper and pen to solve lead to an intuitive understanding of how theory works in practice MATLAB(r)-based source code that corresponds to examples in the book, available on the author's Web site, enables readers to recreate results and experiment with other simulation setups and parameters Armed with a solid foundation in the basics, readers are presented with a careful treatment of advanced topics, including unscented filtering, high order nonlinear filtering, particle filtering, constrained state estimation, reduced order filtering, robust Kalman filtering, and mixed Kalman/H? filtering.Problems at the end of each chapter include both written exercises and computer exercises. Written exercises focus on improving the reader's understanding of theory and key concepts, whereas computer exercises help readers apply theory to problems similar to ones they are likely to encounter in industry. A solutions manual is available for instructors.With its expert blend of theory and practice, coupled with its presentation of recent research results, Optimal State Estimation is strongly recommended for undergraduate and graduate-level courses in optimal control and state estimation theory. It also serves as a reference for engineers and science professionals across a wide array of industries.A solutions manual is available upon request from the Wiley editorial board.
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