Nonlinear Filtering

Nonlinear Filtering: Concepts and Engineering Applications

by Raol, Jitendra R.

Type Book
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Title Statements

  • Full title :Nonlinear Filtering : Concepts and Engineering Applications.

Edition Statements

  • Publication Date:©2017.

Publication Statements

  • Publisher(s):CRC Press
  • Place of Publication:Portland
  • Language:eng
  • Publication Date:©2017.

Notes

8.5 Benes Filter.

The Physical Object

  • Description:1 online resource (581 pages)

Edition Identifiers

  • ISBN:9781498745185, 1498745180
  • oclc:on1058686406
  • Dewey Decimal:519.23

Table of Contents

Cover -- Half Title -- Title -- Copyright -- Dedication -- Contents -- Preface -- Acknowledgements -- Authors -- Introduction -- Section I Mathematical Models, Kalman Filtering and H-Infinity Filters -- Chapter 1. Dynamic System Models and Basic Concepts -- 1.1 Dynamic Systems: The Need for Modelling, Parameter Estimation and Filtering -- 1.2 Mathematical Modelling of Systems -- 1.2.1 Time and Frequency Domain Aspects -- 1.2.2 Differential Equations -- 1.2.3 Difference Equations -- 1.2.4 State Space Models -- 1.2.4.1 Physical Representation -- 1.2.4.2 Controllable Canonical Form -- 1.2.4.3 Observable Canonical Form -- 1.2.4.4 Diagonal Form -- 1.2.4.5 General State Space Models -- 1.2.5 Polynomial Models -- 1.2.6 Time Series Models -- 1.2.6.1 Autoregressive Model -- 1.2.6.2 Least Squares Model -- 1.2.7 Transfer Function Models -- 1.3 Nonlinear Dynamic Systems -- 1.3.1 Nonlinearities in a System -- 1.3.2 Mathematical Models of Nonlinear Systems -- 1.3.2.1 Nonlinear Differential and Difference Equations -- 1.3.2.2 Volterra Series -- 1.3.2.3 Hammerstein Model -- 1.3.2.4 Nonlinear State Space Models -- 1.3.2.5 Nonlinear Time Series Models -- 1.4 Signal and System Norms -- 1.4.1 Signal …

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