02949nam 2200481Ia 450 991014085100332120170816113513.01-283-02519-197866130251970-470-89004-50-470-89003-7(CKB)2670000000066225(EBL)644860(OCoLC)705350791(MiAaPQ)EBC644860(EXLCZ)99267000000006622520080229d2011 uy 0engur|n|---|||||Advanced Kalman filtering, least-squares and modeling[electronic resource] a practical handbook /Bruce P. GibbsHoboken, NJ Wiley Pub.c20111 online resource (627 p.)Description based upon print version of record.0-470-52970-9 Includes bibliographical references and index.ADVANCED KALMAN FILTERING, LEAST-SQUARES AND MODELING; CONTENTS; PREFACE; CHAPTER 1: INTRODUCTION; CHAPTER 2: SYSTEM DYNAMICS AND MODELS; CHAPTER 3: MODELING EXAMPLES; CHAPTER 4: LINEAR LEAST - SQUARES ESTIMATION: FUNDAMENTALS; CHAPTER 5: LINEAR LEAST - SQUARES ESTIMATION: SOLUTION TECHNIQUES; CHAPTER 6: LEAST - SQUARES ESTIMATION: MODEL ERRORS AND MODEL ORDER; 6.1 ASSESSING THE VALIDITY OF THE SOLUTION; 6.2 SOLUTION ERROR ANALYSIS; 6.3 REGRESSION ANALYSIS FOR WEIGHTED LEAST SQUARES; 6.4 SUMMARY; CHAPTER 7: LEAST - SQUARES ESTIMATION: CONSTRAINTS, NONLINEAR MODELS, AND ROBUST TECHNIQUESCHAPTER 8: KALMAN FILTERINGCHAPTER 9: FILTERING FOR NONLINEAR SYSTEMS, SMOOTHING, ERROR ANALYSIS/MODEL DESIGN, AND MEASUREMENT PREPROCESSING; CHAPTER 10: FACTORED (SQUARE - ROOT) FILTERING; CHAPTER 11: ADVANCED FILTERING TOPICS; CHAPTER 12: EMPIRICAL MODELING; APPENDIX A: SUMMARY OF VECTOR/MATRIX OPERATIONS; APPENDIX B: PROBABILITY AND RANDOM VARIABLES; BIBLIOGRAPHY; INDEXThis book is intended primarily as a handbook for engineers who must design practical systems. Its primary goal is to discuss model development in sufficient detail so that the reader may design an estimator that meets all application requirements and is robust to modeling assumptions. Since it is sometimes difficult to a priori determine the best model structure, use of exploratory data analysis to define model structure is discussed. Methods for deciding on the "best" model are also presented. A second goal is to present little known extensions of least squares estimKalman filteringLeast squaresElectronic books.Kalman filtering.Least squares.620.0042620.0072/7Gibbs Bruce. P.1946-854293MiAaPQMiAaPQMiAaPQBOOK9910140851003321Advanced Kalman filtering, least-squares and modeling1907728UNINA