Advanced Kalman filtering, least-squares and modeling [[electronic resource] ] : a practical handbook / / Bruce P. Gibbs |
Autore | Gibbs Bruce. P. <1946-> |
Pubbl/distr/stampa | Hoboken, NJ, : Wiley Pub., c2011 |
Descrizione fisica | 1 online resource (627 p.) |
Disciplina |
620.0042
620.0072/7 |
Soggetto topico |
Kalman filtering
Least squares |
Soggetto genere / forma | Electronic books. |
ISBN |
1-283-02519-1
9786613025197 0-470-89004-5 0-470-89003-7 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
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 TECHNIQUES
CHAPTER 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; INDEX |
Record Nr. | UNINA-9910140851003321 |
Gibbs Bruce. P. <1946->
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Hoboken, NJ, : Wiley Pub., c2011 | ||
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Lo trovi qui: Univ. Federico II | ||
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Advanced Kalman filtering, least-squares and modeling : a practical handbook / / Bruce P. Gibbs |
Autore | Gibbs Bruce. P. <1946-> |
Pubbl/distr/stampa | Hoboken, NJ, : Wiley Pub., c2011 |
Descrizione fisica | 1 online resource (627 p.) |
Disciplina |
620.0042
620.0072/7 |
Soggetto topico |
Kalman filtering
Least squares |
ISBN |
1-283-02519-1
9786613025197 0-470-89004-5 0-470-89003-7 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
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 TECHNIQUES
CHAPTER 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; INDEX |
Record Nr. | UNINA-9910877349703321 |
Gibbs Bruce. P. <1946->
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Hoboken, NJ, : Wiley Pub., c2011 | ||
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Lo trovi qui: Univ. Federico II | ||
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Advances in nonlinear parameter optimization / Rudiger Schmidt |
Autore | Schmidt, Rudiger |
Pubbl/distr/stampa | Berlin : Springer-Verlag, 1982 |
Descrizione fisica | vi, 159 p. : ill. ; 24 cm. |
Disciplina | 519 |
Collana | Lecture notes in control and information sciences ; 37 |
Soggetto topico |
Least squares
Mathematical optimization Mathematical programming Nonlinear theories |
ISBN | 3540113967 |
Classificazione |
AMS 49J27
AMS 65H10 AMS 65K05 AMS 65K10 AMS 90C31 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISALENTO-991000647909707536 |
Schmidt, Rudiger
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Berlin : Springer-Verlag, 1982 | ||
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Lo trovi qui: Univ. del Salento | ||
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Analytic approximations for application to spacecraft optical navigation on short data arcs / / by Alton P. Mayo and William M. Adams, Jr |
Autore | Mayo Alton P. |
Pubbl/distr/stampa | Washington, D.C. : , : National Aeronautics and Space Administration, , November 1968 |
Descrizione fisica | 1 online resource (30 pages) : illustrations |
Collana | NASA technical note |
Soggetto topico |
Space vehicles - Orbit
Space vehicles - Speed Navigation (Astronautics) - Measurement Space vehicles - Tracking Least squares |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910714077003321 |
Mayo Alton P.
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Washington, D.C. : , : National Aeronautics and Space Administration, , November 1968 | ||
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Lo trovi qui: Univ. Federico II | ||
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Application of nonlinear least-squares regression to ground-water flow modeling, west-central Florida [[electronic resource] /] / by Dann K. Yobbi ; prepared in cooperation with Tampa Bay Water and the Southwest Florida Water Management District |
Autore | Yobbi D. K |
Pubbl/distr/stampa | Tallahassee, Fla. : , : U.S. Dept. of the Interior, U.S. Geological Survey |
Collana | Water-resources investigations report |
Soggetto topico |
Groundwater flow - Florida - Mathematical models
Water-supply - Florida Least squares |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Altri titoli varianti | Application of nonlinear least squares regression to ground-water flow modeling, west-central Florida |
Record Nr. | UNINA-9910692156903321 |
Yobbi D. K
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Tallahassee, Fla. : , : U.S. Dept. of the Interior, U.S. Geological Survey | ||
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Lo trovi qui: Univ. Federico II | ||
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Application of nonlinear-regression methods to a ground-water flow model of the Albuquerque Basin, New Mexico / / by Claire R. Tiedeman, John Michael Kernodle, and Douglas P. McAda |
Autore | Tiedeman Claire R. |
Pubbl/distr/stampa | Menlo Park, California : , : U.S. Geological Survey, , 1998 |
Descrizione fisica | 1 online resource (vi, 90 pages) : illustrations, maps |
Collana | Water-resources investigations report |
Soggetto topico |
Groundwater flow - New Mexico - Albuquerque Basin - Mathematical models
Water table - New Mexico - Albuquerque Basin - Mathematical models Regression analysis Groundwater flow - Mathematical models Least squares Water table - Mathematical models |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Altri titoli varianti | Ground-water flow model of the Albuquerque Basin, New Mexico |
Record Nr. | UNINA-9910716889903321 |
Tiedeman Claire R.
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Menlo Park, California : , : U.S. Geological Survey, , 1998 | ||
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Lo trovi qui: Univ. Federico II | ||
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Data reduction and error analysis for the physical sciences / P. Bevington |
Autore | Bevington, P. |
Pubbl/distr/stampa | New York : McGraw-Hill Book Co., 1969 |
Descrizione fisica | xv, 336 p. : ill. ; 22 cm. |
Soggetto topico |
Data reduction
Error analysis Least squares |
Classificazione |
53.0.42
519'.6 QA278 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISALENTO-991000882469707536 |
Bevington, P.
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New York : McGraw-Hill Book Co., 1969 | ||
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Lo trovi qui: Univ. del Salento | ||
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Generalized least squares [[electronic resource] /] / Takeaki Kariya, Hiroshi Kurata |
Autore | Kariya Takeaki |
Pubbl/distr/stampa | Chichester, West Sussex, England ; ; Hoboken, NJ, : Wiley, c2004 |
Descrizione fisica | 1 online resource (313 p.) |
Disciplina |
511
511.42 511/.42 |
Altri autori (Persone) | KurataHiroshi <1967-> |
Collana | Wiley series in probability and statistics |
Soggetto topico | Least squares |
Soggetto genere / forma | Electronic books. |
ISBN |
1-280-27206-6
9786610272068 0-470-29876-6 0-470-86698-5 0-470-86699-3 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; Preface; 1 Preliminaries; 1.1 Overview; 1.2 Multivariate Normal and Wishart Distributions; 1.3 Elliptically Symmetric Distributions; 1.4 Group Invariance; 1.5 Problems; 2 Generalized Least Squares Estimators; 2.1 Overview; 2.2 General Linear Regression Model; 2.3 Generalized Least Squares Estimators; 2.4 Finiteness of Moments and Typical GLSEs; 2.5 Empirical Example: CO[sub(2)] Emission Data; 2.6 Empirical Example: Bond Price Data; 2.7 Problems; 3 Nonlinear Versions of the Gauss-Markov Theorem; 3.1 Overview; 3.2 Generalized Least Squares Predictors
3.3 A Nonlinear Version of the Gauss-Markov Theorem in Prediction3.4 A Nonlinear Version of the Gauss-Markov Theorem in Estimation; 3.5 An Application to GLSEs with Iterated Residuals; 3.6 Problems; 4 SUR and Heteroscedastic Models; 4.1 Overview; 4.2 GLSEs with a Simple Covariance Structure; 4.3 Upper Bound for the Covariance Matrix of a GLSE; 4.4 Upper Bound Problem for the UZE in an SUR Model; 4.5 Upper Bound Problems for a GLSE in a Heteroscedastic Model; 4.6 Empirical Example: CO[sub(2)] Emission Data; 4.7 Problems; 5 Serial Correlation Model; 5.1 Overview 5.2 Upper Bound for the Risk Matrix of a GLSE5.3 Upper Bound Problem for a GLSE in the Anderson Model; 5.4 Upper Bound Problem for a GLSE in a Two-equation Heteroscedastic Model; 5.5 Empirical Example: Automobile Data; 5.6 Problems; 6 Normal Approximation; 6.1 Overview; 6.2 Uniform Bounds for Normal Approximations to the Probability Density Functions; 6.3 Uniform Bounds for Normal Approximations to the Cumulative Distribution Functions; 6.4 Problems; 7 Extension of Gauss-Markov Theorem; 7.1 Overview; 7.2 An Equivalence Relation on S(n); 7.3 A Maximal Extension of the Gauss-Markov Theorem 7.4 Nonlinear Versions of the Gauss-Markov Theorem7.5 Problems; 8 Some Further Extensions; 8.1 Overview; 8.2 Concentration Inequalities for the Gauss-Markov Estimator; 8.3 Efficiency of GLSEs under Elliptical Symmetry; 8.4 Degeneracy of the Distributions of GLSEs; 8.5 Problems; 9 Growth Curve Model and GLSEs; 9.1 Overview; 9.2 Condition for the Identical Equality between the GME and the OLSE; 9.3 GLSEs and Nonlinear Version of the Gauss-Markov Theorem; 9.4 Analysis Based on a Canonical Form; 9.5 Efficiency of GLSEs; 9.6 Problems; A: Appendix A.1 Asymptotic Equivalence of the Estimators of θ in the AR(1) Error Model and Anderson ModelBibliography; Index; A; B; C; D; E; G; H; I; K; L; M; N; O; R; S; U; W |
Record Nr. | UNINA-9910145905103321 |
Kariya Takeaki
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Chichester, West Sussex, England ; ; Hoboken, NJ, : Wiley, c2004 | ||
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Lo trovi qui: Univ. Federico II | ||
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Generalized least squares [[electronic resource] /] / Takeaki Kariya, Hiroshi Kurata |
Autore | Kariya Takeaki |
Pubbl/distr/stampa | Chichester, West Sussex, England ; ; Hoboken, NJ, : Wiley, c2004 |
Descrizione fisica | 1 online resource (313 p.) |
Disciplina |
511
511.42 511/.42 |
Altri autori (Persone) | KurataHiroshi <1967-> |
Collana | Wiley series in probability and statistics |
Soggetto topico | Least squares |
ISBN |
1-280-27206-6
9786610272068 0-470-29876-6 0-470-86698-5 0-470-86699-3 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; Preface; 1 Preliminaries; 1.1 Overview; 1.2 Multivariate Normal and Wishart Distributions; 1.3 Elliptically Symmetric Distributions; 1.4 Group Invariance; 1.5 Problems; 2 Generalized Least Squares Estimators; 2.1 Overview; 2.2 General Linear Regression Model; 2.3 Generalized Least Squares Estimators; 2.4 Finiteness of Moments and Typical GLSEs; 2.5 Empirical Example: CO[sub(2)] Emission Data; 2.6 Empirical Example: Bond Price Data; 2.7 Problems; 3 Nonlinear Versions of the Gauss-Markov Theorem; 3.1 Overview; 3.2 Generalized Least Squares Predictors
3.3 A Nonlinear Version of the Gauss-Markov Theorem in Prediction3.4 A Nonlinear Version of the Gauss-Markov Theorem in Estimation; 3.5 An Application to GLSEs with Iterated Residuals; 3.6 Problems; 4 SUR and Heteroscedastic Models; 4.1 Overview; 4.2 GLSEs with a Simple Covariance Structure; 4.3 Upper Bound for the Covariance Matrix of a GLSE; 4.4 Upper Bound Problem for the UZE in an SUR Model; 4.5 Upper Bound Problems for a GLSE in a Heteroscedastic Model; 4.6 Empirical Example: CO[sub(2)] Emission Data; 4.7 Problems; 5 Serial Correlation Model; 5.1 Overview 5.2 Upper Bound for the Risk Matrix of a GLSE5.3 Upper Bound Problem for a GLSE in the Anderson Model; 5.4 Upper Bound Problem for a GLSE in a Two-equation Heteroscedastic Model; 5.5 Empirical Example: Automobile Data; 5.6 Problems; 6 Normal Approximation; 6.1 Overview; 6.2 Uniform Bounds for Normal Approximations to the Probability Density Functions; 6.3 Uniform Bounds for Normal Approximations to the Cumulative Distribution Functions; 6.4 Problems; 7 Extension of Gauss-Markov Theorem; 7.1 Overview; 7.2 An Equivalence Relation on S(n); 7.3 A Maximal Extension of the Gauss-Markov Theorem 7.4 Nonlinear Versions of the Gauss-Markov Theorem7.5 Problems; 8 Some Further Extensions; 8.1 Overview; 8.2 Concentration Inequalities for the Gauss-Markov Estimator; 8.3 Efficiency of GLSEs under Elliptical Symmetry; 8.4 Degeneracy of the Distributions of GLSEs; 8.5 Problems; 9 Growth Curve Model and GLSEs; 9.1 Overview; 9.2 Condition for the Identical Equality between the GME and the OLSE; 9.3 GLSEs and Nonlinear Version of the Gauss-Markov Theorem; 9.4 Analysis Based on a Canonical Form; 9.5 Efficiency of GLSEs; 9.6 Problems; A: Appendix A.1 Asymptotic Equivalence of the Estimators of θ in the AR(1) Error Model and Anderson ModelBibliography; Index; A; B; C; D; E; G; H; I; K; L; M; N; O; R; S; U; W |
Record Nr. | UNINA-9910830436903321 |
Kariya Takeaki
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Chichester, West Sussex, England ; ; Hoboken, NJ, : Wiley, c2004 | ||
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Lo trovi qui: Univ. Federico II | ||
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Generalized least squares / / Takeaki Kariya, Hiroshi Kurata |
Autore | Kariya Takeaki |
Pubbl/distr/stampa | Chichester, West Sussex, England ; ; Hoboken, NJ, : Wiley, c2004 |
Descrizione fisica | 1 online resource (313 p.) |
Disciplina | 511/.42 |
Altri autori (Persone) | KurataHiroshi <1967-> |
Collana | Wiley series in probability and statistics |
Soggetto topico | Least squares |
ISBN |
1-280-27206-6
9786610272068 0-470-29876-6 0-470-86698-5 0-470-86699-3 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; Preface; 1 Preliminaries; 1.1 Overview; 1.2 Multivariate Normal and Wishart Distributions; 1.3 Elliptically Symmetric Distributions; 1.4 Group Invariance; 1.5 Problems; 2 Generalized Least Squares Estimators; 2.1 Overview; 2.2 General Linear Regression Model; 2.3 Generalized Least Squares Estimators; 2.4 Finiteness of Moments and Typical GLSEs; 2.5 Empirical Example: CO[sub(2)] Emission Data; 2.6 Empirical Example: Bond Price Data; 2.7 Problems; 3 Nonlinear Versions of the Gauss-Markov Theorem; 3.1 Overview; 3.2 Generalized Least Squares Predictors
3.3 A Nonlinear Version of the Gauss-Markov Theorem in Prediction3.4 A Nonlinear Version of the Gauss-Markov Theorem in Estimation; 3.5 An Application to GLSEs with Iterated Residuals; 3.6 Problems; 4 SUR and Heteroscedastic Models; 4.1 Overview; 4.2 GLSEs with a Simple Covariance Structure; 4.3 Upper Bound for the Covariance Matrix of a GLSE; 4.4 Upper Bound Problem for the UZE in an SUR Model; 4.5 Upper Bound Problems for a GLSE in a Heteroscedastic Model; 4.6 Empirical Example: CO[sub(2)] Emission Data; 4.7 Problems; 5 Serial Correlation Model; 5.1 Overview 5.2 Upper Bound for the Risk Matrix of a GLSE5.3 Upper Bound Problem for a GLSE in the Anderson Model; 5.4 Upper Bound Problem for a GLSE in a Two-equation Heteroscedastic Model; 5.5 Empirical Example: Automobile Data; 5.6 Problems; 6 Normal Approximation; 6.1 Overview; 6.2 Uniform Bounds for Normal Approximations to the Probability Density Functions; 6.3 Uniform Bounds for Normal Approximations to the Cumulative Distribution Functions; 6.4 Problems; 7 Extension of Gauss-Markov Theorem; 7.1 Overview; 7.2 An Equivalence Relation on S(n); 7.3 A Maximal Extension of the Gauss-Markov Theorem 7.4 Nonlinear Versions of the Gauss-Markov Theorem7.5 Problems; 8 Some Further Extensions; 8.1 Overview; 8.2 Concentration Inequalities for the Gauss-Markov Estimator; 8.3 Efficiency of GLSEs under Elliptical Symmetry; 8.4 Degeneracy of the Distributions of GLSEs; 8.5 Problems; 9 Growth Curve Model and GLSEs; 9.1 Overview; 9.2 Condition for the Identical Equality between the GME and the OLSE; 9.3 GLSEs and Nonlinear Version of the Gauss-Markov Theorem; 9.4 Analysis Based on a Canonical Form; 9.5 Efficiency of GLSEs; 9.6 Problems; A: Appendix A.1 Asymptotic Equivalence of the Estimators of θ in the AR(1) Error Model and Anderson ModelBibliography; Index; A; B; C; D; E; G; H; I; K; L; M; N; O; R; S; U; W |
Record Nr. | UNINA-9910877013603321 |
Kariya Takeaki
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Chichester, West Sussex, England ; ; Hoboken, NJ, : Wiley, c2004 | ||
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Lo trovi qui: Univ. Federico II | ||
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