Optimal State Estimation

Kalman, H Infinity, and Nonlinear Approaches

Dan Simon

526 pages, parution le 02/08/2006

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Résumé

A bottom-up approach that enables readers to master and apply the latest techniques in state estimation

This 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®-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.

Sommaire

Introductory Material
- Linear systems theory
- Probability theory
- Least squares estimation
- Propagation of states and covariances
The Kalman Filter
- The discrete-time Kalman filter
- Alternate Kalman filter formulations
- Kalman filter generalizations
- The continuous-time Kalman filter
- Optimal smoothing
- Additional topics in Kalman filtering
The H infinity Filter
- The H[subscript [infinity]] filter
- Additional topics in H[subscript [infinity]] filtering
Nonlinear Filters
- Nonlinear Kalman filtering
- The unscented Kalman filter
- The particle filter

A Historical perspectives
B Other books on Kalman filtering
C State estimation and the meaning of life

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Dan Simon
Parution	02/08/2006
Nb. de pages	526
Format	19 x 26
Couverture	Relié
Poids	1080g
Intérieur	Noir et Blanc
EAN13	9780471708582
ISBN13	978-0-471-70858-2