Nonlinear methods for state estimation in stochastic dynamic systems: a concise introduction
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
2002
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | München, Techn. Univ., Habil.-Schr., 2002 |
| Beschreibung: | XVI, 344 S. graph. Darst. |
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| 245 | 1 | 0 | |a Nonlinear methods for state estimation in stochastic dynamic systems |b a concise introduction |c vorgelegt von Uwe D. Hanebeck |
| 264 | 1 | |c 2002 | |
| 300 | |a XVI, 344 S. |b graph. Darst. | ||
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| 500 | |a München, Techn. Univ., Habil.-Schr., 2002 | ||
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Datensatz im Suchindex
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CONTENTS
LIST OF EXAMPLES VII
LIST OF REVIEW MATERIAL XI
NOTATION
X;J;
PREFACE
1
1 GENERAL INTRODUCTION 7
2 DETERMINISTIC SYSTEMS 15
2.1 STATIC SYSTEMS. 16
2.2 TYPES OF NONLINEARITIES. 17
2.3 DYNAMIC SYSTEMS . 17
2.3.1 STATE OF A DYNAMIC SYSTEM. 17
2.3.2 NONLINEAR SYSTEM EQUATION. 19
2.3.3 SOLUTION OF THE SYSTEM EQUATION .28
2.3.4 LINEARIZATION OF THE SYSTEM EQUATION.30
2.3.5 STABILITY. 31
2.3.6 NONLINEAR MEASUREMENT EQUATIONS.42
2.3.7 OBSERVABILITY.42
2.4 MAIN POINTS OF THE CHAPTER.44
3 STOCHASTIC SYSTEMS 47
3.1 STATIC SYSTEMS - ONE MEASUREMENT.47
3.2 STATIC SYSTEMS - SEVERAL MEASUREMENTS.60
3.3 DYNAMIC SYSTEMS .66
3.4 MAIN POINTS OF THE CHAPTER. 73
III
BIBLIOGRAFISCHE INFORMATIONEN
HTTP://D-NB.INFO/968527086
IV CONTENTS
YY YY
PART I ROBUST LINEAR ESTIMATION 75
4 MOTIVATION OF ROBUST ESTIMATION 77
4.1 WHAT IS CORRELATION?. 80
4.2 COMPLETELY UNKNOWN CORRELATION . 80
4.3 CONSTRAINED CORRELATION
- SYMMETRIC CONSTRAINTS. 85
4.4 CONSTRAINED CORRELATION
- ASYMMETRIC CONSTRAINTS . 87
4.5 MIXED CORRELATION .88
4.6 STATE OF THE ART. 94
4.7 MAIN POINTS OF THE CHAPTER.97
4.8 OVERVIEW OF ROBUST ESTIMATORS. 98
5 CORRELATION 99
5.1 TWO SCALAR RANDOM VARIABLES.99
5.2 SEVERAL SCALAR RANDOM VARIABLES .102
5.3 TWO RANDOM VECTORS.105
5.4 MAIN POINTS OF THE CHAPTER.107
6 ESTIMATION WITH KNOWN PARAMETERS 109
6.1 TIME UPDATE.110
6.2 MEASUREMENT UPDATE.115
6.3 COMPLETE ESTIMATOR.119
6.4 DATA VALIDATION FOR KNOWN CORRELATION.120
6.4.1 SCALAR RANDOM VARIABLES.123
6.4.2 RANDOM VECTORS.124
6.5 MAIN POINTS OF THE CHAPTER.125
7 COVARIANCE BOUNDS 127
7.1 PROBLEM FORMULATION.127
7.2 SOLUTION APPROACHES.133
7.3 BOUND FOR UNKNOWN CORRELATION.135
7.4 BOUND FOR SYMMETRIC CONSTRAINTS.137
7.5 BOUND FOR ASYMMETRIC CONSTRAINTS .140
7.6 UNCERTAIN TRANSFORMATIONS.142
7.7 MAIN POINTS OF THE CHAPTER.145
7.8 FUTURE RESEARCH.146
CONTENTS
V
8
ROBUST ESTIMATOR DESIGN
147
8.1 IMPRECISELY KNOWN CORRELATIONS.
148
8.2 MIXED CORRELATION .
153
8.3 DATA VALIDATION FOR UNCERTAIN CORRELATIONS.
171
8.4 MAIN POINTS OF THE CHAPTER.
172
YY YY
PART II NONLINEAR ESTIMATION 175
9 MOTIVATION OF NONLINEAR ESTIMATION
177
9.1 MEASUREMENT UPDATE .
179
9.2 TIME UPDATE.
184
9.3 CONSEQUENCES .
189
9.4 MAIN POINTS OF THE CHAPTER.
190
10 GENERIC ESTIMATOR I
93
10.1 GENERIC DISCRETE-TIME MODEL.
195
10.2 GENERIC ESTIMATOR.
19
G
10.3 DISCRETE-AMPLITUDE STATES.
199
10.3.1 DISCRETE-AMPLITUDE MEASUREMENTS.201
10.3.2 CONTINUOUS-AMPLITUDE MEASUREMENTS.202
10.4 CONTINUOUS-AMPLITUDE STATES.205
10.4.1 DISCRETE-AMPLITUDE MEASUREMENTS.210
10.4.2 CONTINUOUS-AMPLITUDE MEASUREMENTS.212
10.5 MAIN POINTS OF THE CHAPTER.213
11 DENSITY REPRESENTATION 215
11.1 GAUSSIAN DENSITIES.217
11.2 GAUSSIAN MIXTURE DENSITIES .219
11.3 EXPONENTIAL DENSITIES . 220
11.4 EDGEWORTH SERIES EXPANSIONS .225
11.5 COMPARISON OF DENSITIES.227
11.6 MAIN POINTS OF THE CHAPTER.229
12 STATE OF THE ART 231
12.1 GAUSSIAN ESTIMATORS.232
12.1.1 TIME UPDATE.232
12.1.2 MEASUREMENT UPDATE.234
VI
CONTENTS
12.2 GAUSSIAN MIXTURE ESTIMATORS.239
12.2.1 TIME UPDATE.242
12.2.2 MEASUREMENT UPDATE.242
12.3 EDGEWORTH ESTIMATORS.245
12.3.1 TIME UPDATE.245
12.3.2 MEASUREMENT UPDATE.246
12.4 MAIN POINTS OF THE CHAPTER.246
13 CONTRIBUTIONS 249
13.1 CONTRIBUTION 1: EFFICIENT CALCULATION OF EXPECTATIONS.251
13.1.1 NONLINEAR EXPECTATIONS OF GAUSSIAN RANDOM VARIABLES.252
13.1.2 MOMENTS OF EXPONENTIAL DENSITIES.254
13.2 CONTRIBUTION 2: DENSITY PARAMETER ADAPTATION.258
13.2.1 MEASUREMENT UPDATE.262
13.2.2 TIME UPDATE.264
13.3 CONTRIBUTION 3: DENSITY SPLITTING.270
13.4 MAIN POINTS OF THE CHAPTER.276
14 NEW NONLINEAR ESTIMATORS 279
14.1 NEW GAUSSIAN ESTIMATORS.279
14.1.1 MOMENT APPROXIMATION GAUSSIAN ESTIMATOR
BASED ON DENSITY SPLITTING.281
14.1.2 MOMENT APPROXIMATION GAUSSIAN ESTIMATOR
BASED ON DAE.290
14.1.3 SHAPE APPROXIMATION GAUSSIAN ESTIMATORS.293
14.2 NEW GAUSSIAN MIXTURE ESTIMATORS.296
14.2.1 DENSITY SPLITTING GAUSSIAN MIXTURE ESTIMATOR.298
14.2.2 SHAPE APPROXIMATION GAUSSIAN MIXTURE ESTIMATOR
BASED ON NUMERICAL INTEGRATION.305
14.2.3 SHAPE APPROXIMATION GAUSSIAN MIXTURE ESTIMATOR
BASED ON DENSITY SPLITTING.312
14.2.4 SHAPE APPROXIMATION GAUSSIAN MIXTURE ESTIMATOR
BASED ON DAE.314
14.3 MAIN POINTS OF THE CHAPTER.314
CONCLUSIONS 319
A OPTIMAL CUCE PARAMETERS
323 |
| any_adam_object | 1 |
| author | Hanebeck, Uwe D. 1965- |
| author_GND | (DE-588)1037855256 |
| author_facet | Hanebeck, Uwe D. 1965- |
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| bvnumber | BV017227361 |
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| ctrlnum | (OCoLC)76597997 (DE-599)BVBBV017227361 |
| discipline | Mathematik Mess-/Steuerungs-/Regelungs-/Automatisierungstechnik |
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| indexdate | 2024-11-22T17:37:28Z |
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| language | English |
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| physical | XVI, 344 S. graph. Darst. |
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| spelling | Hanebeck, Uwe D. 1965- Verfasser (DE-588)1037855256 aut Nonlinear methods for state estimation in stochastic dynamic systems a concise introduction vorgelegt von Uwe D. Hanebeck 2002 XVI, 344 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier München, Techn. Univ., Habil.-Schr., 2002 Nichtlineare Schätzung (DE-588)4248209-4 gnd rswk-swf Stochastisches dynamisches System (DE-588)4305316-6 gnd rswk-swf Robuste Schätzung (DE-588)4178265-3 gnd rswk-swf Zustandsschätzung (DE-588)4129826-3 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Stochastisches dynamisches System (DE-588)4305316-6 s Zustandsschätzung (DE-588)4129826-3 s Nichtlineare Schätzung (DE-588)4248209-4 s Robuste Schätzung (DE-588)4178265-3 s DE-604 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010383660&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Hanebeck, Uwe D. 1965- Nonlinear methods for state estimation in stochastic dynamic systems a concise introduction Nichtlineare Schätzung (DE-588)4248209-4 gnd Stochastisches dynamisches System (DE-588)4305316-6 gnd Robuste Schätzung (DE-588)4178265-3 gnd Zustandsschätzung (DE-588)4129826-3 gnd |
| subject_GND | (DE-588)4248209-4 (DE-588)4305316-6 (DE-588)4178265-3 (DE-588)4129826-3 (DE-588)4113937-9 |
| title | Nonlinear methods for state estimation in stochastic dynamic systems a concise introduction |
| title_auth | Nonlinear methods for state estimation in stochastic dynamic systems a concise introduction |
| title_exact_search | Nonlinear methods for state estimation in stochastic dynamic systems a concise introduction |
| title_full | Nonlinear methods for state estimation in stochastic dynamic systems a concise introduction vorgelegt von Uwe D. Hanebeck |
| title_fullStr | Nonlinear methods for state estimation in stochastic dynamic systems a concise introduction vorgelegt von Uwe D. Hanebeck |
| title_full_unstemmed | Nonlinear methods for state estimation in stochastic dynamic systems a concise introduction vorgelegt von Uwe D. Hanebeck |
| title_short | Nonlinear methods for state estimation in stochastic dynamic systems |
| title_sort | nonlinear methods for state estimation in stochastic dynamic systems a concise introduction |
| title_sub | a concise introduction |
| topic | Nichtlineare Schätzung (DE-588)4248209-4 gnd Stochastisches dynamisches System (DE-588)4305316-6 gnd Robuste Schätzung (DE-588)4178265-3 gnd Zustandsschätzung (DE-588)4129826-3 gnd |
| topic_facet | Nichtlineare Schätzung Stochastisches dynamisches System Robuste Schätzung Zustandsschätzung Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010383660&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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