Call number:
AWI S2-95-0131
Type of Medium:
Monograph available for loan
Pages:
374 Seiten
Edition:
Thirteenth printing
ISBN:
0262570483
Language:
English
Note:
CONTENTS
Forewordv
Chapter 1 Introduetion
Chapter 2 Review of Underlying Mathematical Techniques
2.1 Vectors, Matrices, and Least Squares
2.2 Probability and Random Processes
Chapter 3 Linear Dynamic Systems
3.1 State-Space Notation
3.2 Transition Matrix
3.3 Matrix Superposition Integral
3.4 Discrete Formulation
3.5 System Observability and Controllability
3.6 Covariance Matrix
3.7 Propagation of Errors
3.8 Modeling and State Vector Augmentation
3.9 Empirical Model Identification
Chapter 4 Optimal Linear Filtering
4.1 Recursive Filters
4.2 Discrete Kalman Filter
4.3 Continuous Kalman Filter
4.4 Intuitive Concepts
4.5 Correlated Measurement Errors
4.6 Solution of the Riccati Equation
4.7 Statistical Steady State - The Wiener Filter
Chapter 5 Optimal Linear Smoothing
5.1 Form of the Optimal Smoother
5.2 Optimal Fixed-Interval Smoother
5.3 Optimal Fixed-Point Smoother
5.4 Optimal Fixed-Lag Smoother
Chapter 6 Nonlinear Estimation
6.1 Nonlinear Minimum Variance Estimation
6.2 Nonlinear Estimation by Statistical Linearization
6.3 Nonlinear Least-Squares Estimation
6.4 Direct Statistical Analysis of Nonlinear Systems - CADET
Chapter 7 Suboptimal Filter Design and Sensitivity Analysis
7.1 Suboptimal Filter Design
7.2 Sensitivity Analysis: Kalman Filter
7.3 Sensitivity Analysis Examples
7.4 Developing an Error Budget
7.5 Sensitivity Analysis: Optimal Smoother
7.6 Organization of a Computer Program for Covariance Analysis
Chapter 8 Implementation Considerations
8.1 Modeling Problems
8.2 Constraints Imposed by the Computer
8.3 The Inherently Finite Nature of the Computer
8.4 Algorithms and Computer Loading Analysis
Chapter 9 Additionel Topics
9.1 Adaptive Kalman Filtering
9.2 Observers
9.3 Stochastic Approximation
9.4 Real-Time Parameter Identification
9.5 Optimal Control of Linear Systems
Index
Location:
AWI Reading room
Branch Library:
AWI Library
