Estimation of States and Parameters in Continuous Non-linear Systems with Discrete Observations - 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 Estimation of States and Parameters in Continuous Non-linear Systems with Discrete Observations write by Connie Jean Weeks. This book was released on 1977. Estimation of States and Parameters in Continuous Non-linear Systems with Discrete Observations available in PDF, EPUB and Kindle.
State Estimation in Continuous Nonlinear Systems with Discrete Observations
State Estimation in Continuous Nonlinear Systems with Discrete Observations - 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 State Estimation in Continuous Nonlinear Systems with Discrete Observations write by Glenn Marshall Sparks. This book was released on 1970. State Estimation in Continuous Nonlinear Systems with Discrete Observations available in PDF, EPUB and Kindle.
State Estimation for Dynamic Systems
State Estimation for Dynamic Systems - 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 State Estimation for Dynamic Systems write by Felix L. Chernousko. This book was released on 1993-11-09. State Estimation for Dynamic Systems available in PDF, EPUB and Kindle. State Estimation for Dynamic Systems presents the state of the art in this field and discusses a new method of state estimation. The method makes it possible to obtain optimal two-sided ellipsoidal bounds for reachable sets of linear and nonlinear control systems with discrete and continuous time. The practical stability of dynamic systems subjected to disturbances can be analyzed, and two-sided estimates in optimal control and differential games can be obtained. The method described in the book also permits guaranteed state estimation (filtering) for dynamic systems in the presence of external disturbances and observation errors. Numerical algorithms for state estimation and optimal control, as well as a number of applications and examples, are presented. The book will be an excellent reference for researchers and engineers working in applied mathematics, control theory, and system analysis. It will also appeal to pure and applied mathematicians, control engineers, and computer programmers.
Sequential State and Parameter Estimation in Discrete Nonlinear Systems
Sequential State and Parameter Estimation in Discrete Nonlinear Systems - 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 Sequential State and Parameter Estimation in Discrete Nonlinear Systems write by George W Masters (Jr). This book was released on 1968. Sequential State and Parameter Estimation in Discrete Nonlinear Systems available in PDF, EPUB and Kindle. The work presented in this report derives a sequential method for on-line estimation of the state variables and parameters of discrete, non-linear, dynamical systems. A discrete version of Pontryagin's Maximum Principle is employed to obtain the canonic equations of the least-squares optimal estimator. A discretized invariant imbedding technique is then applied to solve the resulting two-point boundary value problem. Finally, a system of sequential equations is obtained by application of variational methods to the optimal trajectory. The result is a sequential estimation scheme conceptually related to existing methods developed for continuous systems. The method presented has the advantage of direct applicability to discrete systems and provides for the inclusion of higher-order terms not usually considered by other methods. As a result of these inherent features, the process has been found to provide a faster, more stable estimate of the system variables. In addition, a minimum of a-priori statistical information is required. (Author).
State Estimation and Stabilization of Nonlinear Systems
State Estimation and Stabilization of Nonlinear Systems - 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 State Estimation and Stabilization of Nonlinear Systems write by Abdellatif Ben Makhlouf. This book was released on 2023-11-06. State Estimation and Stabilization of Nonlinear Systems available in PDF, EPUB and Kindle. 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).
