Tag: Estimation

Introduction to Random Signals, Estimation Theory, and Kalman Filtering


Free Download Introduction to Random Signals, Estimation Theory, and Kalman Filtering
English | 2024 | ISBN: 9819980623 | 501 Pages | PDF EPUB (True) | 46 MB
This book provides first-year graduate engineering students and practicing engineers with a solid introduction to random signals and estimation. It includes a statistical background that is often omitted in other textbooks but is essential for a clear understanding of estimators and their properties. The book emphasizes applicability rather than mathematical theory. It includes many examples and exercises to demonstrate and learn the theory that makes extensive use of MATLAB and its toolboxes. Although there are several excellent books on random signals and Kalman filtering, this book fulfills the need for a book that is suitable for a single-semester course that covers both random signals and Kalman filters and is used for a two-semester course for students that need remedial background. For students interested in more advanced studies in the area, the book provides a bridge between typical undergraduate engineering education and more advanced graduate-level courses.

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Measuring Abundance Methods for the Estimation of Population Size and Species Richness


Free Download Graham Upton, "Measuring Abundance: Methods for the Estimation of Population Size and Species Richness "
English | ISBN: 1784272329 | 2020 | 229 pages | PDF | 8 MB
Measuring the abundance of individuals and the diversity of species are core components of most ecological research projects and conservation monitoring. This book brings together in one place the methods used to estimate the abundance of individuals in nature. Code and examples for use with the R programming language are included.

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State Estimation for Robotics (2nd Edition)


Free Download State Estimation for Robotics (2nd Edition)
English | 2024 | ISBN: 1009299891 | 531 Pages | PDF | 130 MB
A key aspect of robotics today is estimating the state (e.g., position and orientation) of a robot, based on noisy sensor data. This book targets students and practitioners of robotics by presenting classical state estimation methods (e.g., the Kalman filter) but also important modern topics such as batch estimation, Bayes filter, sigmapoint and particle filters, robust estimation for outlier rejection, and continuous-time trajectory estimation and its connection to Gaussian-process regression. Since most robots operate in a three-dimensional world, common sensor models (e.g., camera, laser rangefinder) are provided followed by practical advice on how to carry out state estimation for rotational state variables. The book covers robotic applications such as point-cloud alignment, pose-graph relaxation, bundle adjustment, and simultaneous localization and mapping. Highlights of this expanded second edition include a new chapter on variational inference, a new section on inertial navigation, more introductory material on probability, and a primer on matrix calculus.

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State Estimation and Stabilization of Nonlinear Systems Theory and Applications


Free Download State Estimation and Stabilization of Nonlinear Systems: Theory and Applications by Abdellatif Ben Makhlouf, Mohamed Ali Hammami, Omar Naifar
English | PDF EPUB (True) | 2023 | 439 Pages | ISBN : 3031379691 | 73.8 MB
This book presents the separation principle which is also known as the principle of separation of estimation and control and states that, under certain assumptions, the problem of designing an optimal feedback controller for a stochastic system can be solved by designing an optimal observer for the system’s state, which feeds into an optimal deterministic controller for the system. Thus, the problem may be divided into two halves, which simplifies its design. In the context of deterministic linear systems, the first instance of this principle is that if a stable observer and stable state feedback are built for a linear time-invariant system (LTI system hereafter), then the combined observer and feedback are stable. The separation principle does not true for nonlinear systems in general. Another instance of the separation principle occurs in the context of linear stochastic systems, namely that an optimum state feedback controller intended to minimize a quadratic cost is optimal for the stochastic control problem with output measurements. The ideal solution consists of a Kalman filter and a linear-quadratic regulator when both process and observation noise are Gaussian. The term for this is linear-quadratic-Gaussian control. More generally, given acceptable conditions and when the noise is a martingale (with potential leaps), a separation principle, also known as the separation principle in stochastic control, applies when the noise is a martingale (with possible jumps).

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Mono- and Multivariable Control and Estimation Linear, Quadratic and LMI Methods


Free Download Mono- and Multivariable Control and Estimation: Linear, Quadratic and LMI Methods by Eric Ostertag
English | PDF | 2011 | 359 Pages | ISBN : 3642137334 | 4.7 MB
This book presents the various design methods of a state-feedback control law and of an observer. The considered systems are of continuous-time and of discrete-time nature, monovariable or multivariable, the last ones being of main consideration. Three different approaches are described: * Linear design methods, with an emphasis on decoupling strategies, and a general formula for multivariable controller or observer design; * Quadratic optimization methods: Linear Quadratic Control (LQC), optimal Kalman filtering, Linear Quadratic Gaussian (LQG) control; * Linear matrix inequalities (LMIs) to solve linear and quadratic problems. The duality between control and observation is taken to advantage and extended up to the mathematical domain. A large number of exercises, all given with their detailed solutions, mostly obtained with MATLAB, reinforce and exemplify the practical orientation of this book. The programs, created by the author for their solving, are available on the Internet sites of Springer and of MathWorks for downloading. This book is targeted at students of Engineering Schools or Universities, at the Master’s level, at engineers desiring to design and implement innovative control methods, and at researchers.

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