Optimal and robust state estimation : finite impulse response (FIR) and Kalman approaches / Yuriy S. Shmaliy, Shunyi Zhao.

Format:

Book

Author/Creator:

Shmaliy, Yuriy, author.

Zhao, Shunyi, author.

Language:

English

Subjects (All):

Observers (Control theory).

Systems engineering.

Physical Description:

1 online resource (483 pages)

Place of Publication:

Hoboken, New Jersey : Wiley-IEEE Press, [2022]

Summary:

"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."--

Notes:

Description based on print version record.

Includes bibliographical references and index.

Other Format:

Print version: Shmaliy, Yuriy S. Optimal and Robust State Estimation

ISBN:

9781119863106

1119863104

9781119863083

1119863082

OCLC:

1341996468