02531nam 2200481 450 991083078950332120221230115228.01-119-86310-41-119-86308-2(MiAaPQ)EBC7041049(Au-PeEL)EBL7041049(CKB)24230401100041(OCoLC)1341996468(OCoLC-P)1341996468(CaSebORM)9781119863076(EXLCZ)992423040110004120221230d2022 uy 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierOptimal and robust state estimation finite impulse response (FIR) and Kalman approaches /Yuriy S. Shmaliy, Shunyi ZhaoHoboken, New Jersey :Wiley-IEEE Press,[2022]©20221 online resource (483 pages)Print version: Shmaliy, Yuriy S. Optimal and Robust State Estimation Newark : John Wiley & Sons, Incorporated,c2022 9781119863076 Includes bibliographical references and index."This book is the first systematic investigation and analysis of batch state estimators and recursive forms. It begins by introducing the reader to the state estimation approach, then discusses the properties of finite impulse response (FIR) state estimators and provides a brief historical overview. Further chapters give the basics of probability and stochastic processes, discuss the available linear and nonlinear state estimators, and deal with optimal FIR filtering and considers a posteriori and a priori optimal, optimal unbiased, and limited memory batch and recursive algorithms. Other topics covered include solving the q-lag FIR smoothing problem, introducing the receding horizon (RH) FIR state estimation approach, and developing the theory of FIR state estimation under disturbances. The book closes by discussing the theory of FIR state estimation for uncertain systems and providing several applications where the FIR state estimators are used effectively."--Observers (Control theory)Systems engineeringObservers (Control theory)Systems engineering.629.8312Shmaliy Yuriy1702427Zhao ShunyiMiAaPQMiAaPQMiAaPQBOOK9910830789503321Optimal and robust state estimation4086952UNINA