<図書>
Robust Kalman filtering for signals and systems with large uncertainties
責任表示 | Ian R. Petersen, Andrey V. Savkin |
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シリーズ | Control engineering / series editor, William S. Levine |
データ種別 | 図書 |
出版情報 | Boston, Mass ; Basel ; Berlin : Birkhäuser , c1999 |
本文言語 | 英語 |
大きさ | x, 200 p. : ill. ; 25 cm |
概要 | One of the most significant ideas to emerge in the modern control era is the Kalman Filter. The Kalman Filter has seen wide application in areas such as stochastic optimal control, fault diagnosis, pr...cess control, deconvolution filtering, channel equalization, radar tracking, multisensor data fusion, image processing, variable speed drives, econometrics, inertial navigation & global positioning systems. The Kalman filter gives an optimal estimate of the state of a given process based on output measurements. However, application of standard Kalman Filter requires an accurate model of the process under consideration & if there are errors in the process model, the Kalman filter may lead to poor performance. The aim of this book is to cover recently developed theory of robust state estimation for the case in which the process model contains significant uncertainties & nonlinearities & the potential applications of this theory. Most of the book concentrates on the case of linear uncertain systems & robust filters constructed via Riccati equation methods. This approach extends the classical Kalman filter to the realm of systems with uncertain parameters. As well as standard filtering problems, more general filtering problems are introduced such as robust filters with missing data, sampled & hybrid data filtering problems, robust prediction, & the design of low order filters. 続きを見る |
所蔵情報
状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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理系図3F 数理独自 | PETE/75/1 | c1999 |
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023211999008675 |
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書誌詳細
一般注記 | Includes bibliographical references (p. [185]-198) and index |
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著者標目 | *Petersen, Ian R. Savkin, Andrey V., 1965- |
件 名 | LCSH:Feedback control systems LCSH:Kalman filtering LCSH:Signal processing |
分 類 | LCC:TJ216 DC21:629.8/3 |
書誌ID | 1001392523 |
ISBN | 0817640894 |
NCID | BA44655033 |
巻冊次 | : us ; ISBN:0817640894 : sz/gw ; ISBN:3764340894 |
登録日 | 2009.11.02 |
更新日 | 2009.11.02 |