By Bruce P. Gibbs
This ebook offers an entire rationalization of estimation conception and alertness, modeling techniques, and version assessment. each one subject starts off with a transparent rationalization of the idea (often together with ancient context), via program concerns that are supposed to be thought of within the layout. varied implementations designed to handle particular difficulties are offered, and diverse examples of various complexity are used to illustrate the concepts.
This publication is meant essentially as a instruction manual for engineers who needs to layout functional systems. Its primary goal is to provide an explanation for all very important elements of Kalman filtering and least-squares thought and application. dialogue of estimator layout and version improvement is emphasised in order that the reader might improve an estimator that meets all program specifications and is powerful to modeling assumptions. because it is usually tricky to a priori make sure the simplest version constitution, use of exploratory info analysis to outline version constitution is discussed. equipment for identifying the "best" version also are offered.
A moment objective is to offer little recognized extensions of least squares estimation or Kalman filtering that supply advice on version constitution and parameters, or make the estimator extra strong to alterations in real-world behavior.
A 3rd objective is dialogue of implementation matters that make the estimator extra actual or effective, or that make it versatile in order that version choices may be simply compared.
The fourth target is to supply the designer/analyst with counsel in comparing estimator functionality and in determining/correcting problems.
The ultimate aim is to supply a subroutine library that simplifies implementation, and versatile normal goal high-level drivers that let either effortless research of different types and entry to extensions of the fundamental filtering.
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