Book Description
A collection of stories about the bridge-playing rabbi, this book gives a plausible account of a rabbi gambling his holiday money in a high-stake rubber game against three wealthy Arabs, and a synagogue team facing a team of Catholic priests and nuns.
Book Description
This is the first book on the optimal estimation that places its major emphasis on practical applications, treating the subject more from an engineering than a mathematical orientation. Even so, theoretical and mathematical concepts are introduced and developed sufficiently to make the book a self-contained source of instruction for readers without prior knowledge of the basic principles of the field. The work is the product of the technical staff of the The Analytic Sciences Corporation (TASC), an organization whose success has resulted largely from its applications of optimal estimation techniques to a wide variety of real situations involving large-scale systems
Arthur Gelb writes in the Foreword that "It is our intent throughout to provide a simple and interesting picture of the central issues underlying modern estimation theory and practice. Heuristic, rather than theoretically elegant, arguments are used extensively, with emphasis on physical insights and key questions of practical importance."
Numerous illustrative examples, many based on actual applications, have been interspersed throughout the text to lead the student to a concrete understanding of the theoretical material. The inclusion of problems with "built-in" answers at the end of each of the nine chapters further enhances the self-study potential of the text.
After a brief historical prelude, the book introduces the mathematics underlying random process theory and state-space characterization of linear dynamic systems. The theory and practice of optimal estimation is them presented, including filtering, smoothing, and prediction. Both linear and non-linear systems, and continuous- and discrete-time cases, are covered in considerable detail. New results are described concerning the application of covariance analysis to non-linear systems and the connection between observers and optimal estimators. The final chapters treat such practical and often pivotal issues as suboptimal structure, and computer loading considerations.
This book is an outgrowth of a course given by TASC at a number of US Government facilities. Virtually all of the members of the TASC technical staff have, at one time and in one way or another, contributed to the material contained in the work
Customer Reviews:
EE grad student (physics & matl eng background).......2007-06-05
As you can see from the other reviews, Gelb's book is a classic in the Optimal Estimation. I used Gelb to supplement Brown & Hwang's Applied Kalman Filtering text. Brown & Hwang is very readable, written in a conversational tone. It is also *VERY* application focused and has many Matlab examples. However, in their rush to application, I felt Brown & Hwang did not clearly layout the development of the Kalman (it's all there but it is scattered around). On the other hand, Gelb's book is cogent - both clear and concise. I found that Gelb's development and summarization of Kalman and related optimization schemes gave me the foundational understanding to work Brown & Hwang's applicatios.
For this subject, you definitely need probability (thru matrix representation of covariance, means, etc) and stochastic process. Both Gelb and Brown & Hwang review the requisite probability/stochastic processes , but I would recommend a deeper grounding in the subjects (working thru Papoulis, for example).
A really nice introduction to modern estimation theory.......2006-05-30
This book should be a great reference for all engineering students who are dealing with dynamic systems, at entry level. Moderate advanced mathematics being involved, the book provides clear and straightforward discussion for a variety of estimation techniques. Moreover, I like the examples contained very much, since they offer you hand-on experience for understanding the techniques better.
very complete book.......2005-12-15
I took an estimation class this semester, and the book required was "introduction to Random Signals and Applied Kalman Filtering" by Brown and Hwang. This book was good for those who want to just apply kalman filters, and assumes that you don't care much about the derivations. But it was my first course in estimation, so I needed to get a complete and in depth introduction to the subject. I searched on amazon, and I found this book. I borrowed it from the library, and it was simply great! I like this type of authors that explain all his proofs, and add this one or two lines that make your life easier. Last week, I ordered it from Amazon to add it to my own library. I recommend it to any serious student in estimation or/and control.
Aboujouj83
http://www.qnhl.com
old reliable.......2003-07-22
I first became acquainted with Kalman filters in 1979 when I was required to write software to track targets on a Navy weapons testing range. We used passive hydrophones together with active pingers on the targets, with the ping sequence identifying each target. We received arrival times for each ping, and had to sort them out and solve the intersecting hyperbolic surfaces of rotation to determine the target's position. Since pings had a significant time interval seperating them, we used Kalman filters to interpolate and extrapolate the target's position. I read Kalman's original 1960 paper on the subject, and several other papers, but I knew of no textbook coverage of the subject.
In the mid-1980's I was in graduate school. There I became aware of Gelb's wonderful book. I wished I had had it 6 years earlier!
A neighbor is an econometric quantitative analyst, and he uses Kalman filters for managing hedge funds.
Now I am involved in modelling glucose and insulin levels in diabetics and Kalman filters look like the technique of choice once again. Out with Gelb's book for a quick review. It seems to be timeless in its value because of the excellent treatment of the subject.
The first and best on Kalman filtering.......2003-02-01
I bought this book over 15 years ago and I still refer to it, and got a second copy when my book fell apart. It's very broad in coverage of all filtering and is a thin paperback with lots of easily understood concepts. A keeper.
Book Description
Most newcomers to the field of linear stochastic estimation go through a difficult process in understanding and applying the theory.This book minimizes the process while introducing the fundamentals of optimal estimation. Optimal Estimation of Dynamic Systems explores topics that are important in the field of control where the signals received are used to determine highly sensitive processes such as the flight path of a plane, the orbit of a space vehicle, or the control of a machine. The authors use dynamic models from mechanical and aerospace engineering to provide immediate results of estimation concepts with a minimal reliance on mathematical skills. The book documents the development of the central concepts and methods of optimal estimation theory in a manner accessible to engineering students, applied mathematicians, and practicing engineers. It includes rigorous theoretial derivations and a significant amount of qualitiative discussion and judgements. It also presents prototype algorithms, giving detail and discussion to stimulate development of efficient computer programs and intelligent use of them. This book illustrates the application of optimal estimation methods to problems with varying degrees of analytical and numercial difficulty. It compares various approaches to help develop a feel for the absolute and relative utility of different methods, and provides many applications in the fields of aerospace, mechanical, and electrical engineering.
Customer Reviews:
Outstanding inclusive text on estimation theory!.......2004-06-03
It presents the fundamentals of state estimation theory and the tools for the design of state-of-the-art algorithms for navigation and tracking, vehicle attitude determination. There is a lot of material that is covered by this book. The examples are well presented and they really help you when working on the problems at the end of each chapter. Also, computer routines for all the examples shown in the text can be accessed. I have to say that this is an excellent book for estimation of dynamic systems.
Customer Reviews:
Great book on optimal control.......2003-09-09
This is a fantastic book on optimal control especially for readers who do not have to learn the math as they go. It covers a wide range of problems in a variety of disciplines and is an interesting book. The approach is relatively modern although a differential geometric approach is not utilized. For those wanting a pretty complete treatment of the basics of optimal control this will be a good supplement to the usual suspects or even a good stand alone text. Although the mathematical requirements are not very great, the reader who has them firmly in hand will be the most successful.
Good book on optimal control.......2000-08-15
This is one of the best books on optimal control. It covers a wide range of interesting material including parameter optimization, optimization for systems with constraints, feedback control and singular solutions of optimization. The book can be useful in teaching courses in control theory. There are plenty of exercises included in the text.
Book Description
Graduate-level text provides introduction to optimal control theory for stochastic systems, emphasizing application of basic concepts to real problems.
Customer Reviews:
You can find stuff here you can find nowhere else........2003-09-11
This book has been less influential on me than some others but nontheless I use it to find information on material that is almost impossible to find elsewhere in any kind of reasonable time. A broad range of topics is covered, not just optimal control. This has been particularly useful in understanding some the actual designs I have been asked to analyze.
Awesome grad level controls text........2000-03-30
Very good treatment of Kalman filter
Average customer rating:
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Discrete-time Stochastic Systems
Torsten Söderström
Manufacturer: Springer
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Introduction to Stochastic Control Theory
ASIN: 1852336498 |
Book Description
Discrete-time Stochastic Systems gives a comprehensive introduction to the estimation and control of dynamic stochastic systems and provides complete derivations of key results such as the basic relations for Wiener filtering. The book covers both state-space methods and those based on the polynomial approach. Similarities and differences between these approaches are highlighted. Some non-linear aspects of stochastic systems (such as the bispectrum and extended Kalman filter) are also introduced and analysed. The books chief features are as follows: inclusion of the polynomial approach provides alternative and simpler computational methods than simple reliance on state-space methods; algorithms for analysis and design of stochastic systems allow for ease of implementation and experimentation by the reader; the highlighting of spectral factorization gives appropriate emphasis to this key concept often overlooked in the literature; explicit solutions of Wiener problems are handy schemes, well suited for computations compared with more commonly available but abstract formulations; complex-valued models that are directly applicable to many problems in signal processing and communications. Changes in the second edition include: additional information covering spectral factorisation and the innovations form; the chapter on optimal estimation being completely rewritten to focus on a posterior estimates rather than maximum likelihood; new material on fixed lag smoothing and algorithms for solving Riccati equations are improved and more up to date; new presentation of polynomial control and new derivation of linear-quadratic-Gaussian control.
Discrete-time Stochastic Systems is primarily of benefit to students taking M.Sc. courses in stochastic estimation and control, electronic engineering and signal processing but may also be of assistance for self study and as a reference.
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Applied Optimal Control and Estimation; Digital Design and Implementation
Frank Lewis
Manufacturer: Prentice Hall PTR
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ASIN: 013040361X |
Book Description
This book covers optimal design for multi-input/multi-output (MIMO) systems, providing not only the theoretical background, but also practical implementation techniques for control and estimation algorithms. Real-time implementation methods for a wide range of industries and control problems are detailed, including control of computer disk drives, chemical process control, and aircraft control. The book puts modern control design tools - based on solving matrix equation - well within the reach of the individual design engineer. You'll see how to design control systems using software programs, simulate these controllers on digital controllers, and then implement digital controllers on actual processors using digital signal processors (DSPs). Appropriate
Book Description
Time delays exist in many engineering systems such as transportation, communication, process engineering and networked control systems. In recent years, time delay systems have attracted recurring interests from research community. Much of the effort has been focused on stability analysis and stabilization of time delay systems using the so-called Lyapunov-Krasovskii functional together with a linear matrix inequality approach, which provides an efficient numerical tool for handling systems with delays in state and/or inputs.
Recently, some more interesting and fundamental development for systems with input/output (i/o) delays has been made using time domain or frequency domain approaches. These approaches lead to analytical solutions to time delay problems in terms of Riccati equations or spectral factorizations.
This monograph presents simple analytical solutions to control and estimation problems for systems with multiple i/o delays via elementary tools such as projection. We propose a re-organized innovation analysis approach for delay systems and establish a duality between optimal control of systems with multiple input delays and smoothing estimation for delay free systems. These appealing new techniques are applied to solve control and estimation problems for systems with multiple i/o delays and state delays under both the H2 and H-infinity performance criteria.
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Optimal Design (Monographs on Statistics and Applied Probability)
S. Silvey
Manufacturer: Springer
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ASIN: 0412229102 |
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