Advanced Kalman Filtering, Least-Squares and Modeling - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Advanced Kalman Filtering, Least-Squares and Modeling write by Bruce P. Gibbs. This book was released on 2011-03-29. Advanced Kalman Filtering, Least-Squares and Modeling available in PDF, EPUB and Kindle. This book is intended primarily as a handbook for engineers who must design practical systems. Its primary goal is to discuss model development in sufficient detail so that the reader may design an estimator that meets all application requirements and is robust to modeling assumptions. Since it is sometimes difficult to a priori determine the best model structure, use of exploratory data analysis to define model structure is discussed. Methods for deciding on the “best” model are also presented. A second goal is to present little known extensions of least squares estimation or Kalman filtering that provide guidance on model structure and parameters, or make the estimator more robust to changes in real-world behavior. A third goal is discussion of implementation issues that make the estimator more accurate or efficient, or that make it flexible so that model alternatives can be easily compared. The fourth goal is to provide the designer/analyst with guidance in evaluating estimator performance and in determining/correcting problems. The final goal is to provide a subroutine library that simplifies implementation, and flexible general purpose high-level drivers that allow both easy analysis of alternative models and access to extensions of the basic filtering. Supplemental materials and up-to-date errata are downloadable at http://booksupport.wiley.com.
Kalman Filters
Kalman Filters - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Kalman Filters write by Ginalber Luiz Serra. This book was released on 2018-02-21. Kalman Filters available in PDF, EPUB and Kindle. This book presents recent issues on theory and practice of Kalman filters, with a comprehensive treatment of a selected number of concepts, techniques, and advanced applications. From an interdisciplinary point of view, the contents from each chapter bring together an international scientific community to discuss the state of the art on Kalman filter-based methodologies for adaptive/distributed filtering, optimal estimation, dynamic prediction, nonstationarity, robot navigation, global navigation satellite systems, moving object tracking, optical communication systems, and active power filters, among others. The theoretical and methodological foundations combined with extensive experimental explanation make this book a reference suitable for students, practicing engineers, and researchers in sciences and engineering.
The Kalman Filter in Finance
The Kalman Filter in Finance - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook The Kalman Filter in Finance write by C. Wells. This book was released on 2013-03-09. The Kalman Filter in Finance available in PDF, EPUB and Kindle. A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those not versed in finance, the book presents a number of rather well known tests for constant coefficients and then performs these tests on data from the Stockholm Exchange. The Kalman filter is then introduced and a simple example is used to demonstrate the power of the filter. The filter is then used to estimate the market model with time-varying betas. The book concludes with further examples of how the Kalman filter may be used in estimation models used in analyzing other aspects of finance. Since both the programs and the data used in the book are available for downloading, the book is especially valuable for students and other researchers interested in learning the art of modeling with time varying coefficients.
Advanced Technologies, Systems, and Applications VII
Advanced Technologies, Systems, and Applications VII - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Advanced Technologies, Systems, and Applications VII write by Naida Ademović. This book was released on 2022-10-15. Advanced Technologies, Systems, and Applications VII available in PDF, EPUB and Kindle. This book presents a collection of articles on the advanced and interdisciplinary application of innovative technologies. Scientific investigations and results of the conference 13th Days of Bosnian-Herzegovinian American Academy of Art and Sciences held in Sarajevo, Bosnia and Herzegovina, June 23-26, 2022, are presented in this book. The up-to-date advances in various fields of engineering have been presented through numerous papers spanning the disciplines of civil engineering, mechanical engineering, advanced electrical power systems, computer modeling and simulations for engineering applications, computer science and artificial intelligence, geodesy and geoinformation, data science and geographic information systems and information and communication technologies. The editors would like to extend special gratitude to all the chairs of the planned symposia of the 13th Days of BHAAAS for their dedicated work in the production of this book.
Next Generation Arithmetic
Next Generation Arithmetic - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Next Generation Arithmetic write by John Gustafson. This book was released on 2023-05-11. Next Generation Arithmetic available in PDF, EPUB and Kindle. This book constitutes the refereed proceedings of the 4th International Conference on Next Generation Arithmetic, CoNGA 2023, held in Singapore, during March 1-2, 2023. The 11 full papers in this book were carefully reviewed and selected from 16 submissions. They were organized in topical sections as follows: Lossless FFTs Using Posit Arithmetic, PLAUs: Posit Logarithmic Approximate Units to Implement Low-Cost Operations with Real Numbers.
