Numerical Studies in Nonlinear Filtering

Preliminaries.- Estimation of parameters via state observation.- Filtering via Markov chains approximation.- A Kalman filter for a class of nonlinear stochastic systems.- Approximating filters for continuous-time systems with interrupted observations.- Estimation in a multitarget environment.- State and parameter estimation.- State estimation for systems driven by wiener and poisson processes.- Prediction via Markov chains approximation.- Some extensions of linear filtering.

List of contents

Preliminaries.- Estimation of parameters via state observation.- Filtering via Markov chains approximation.- A Kalman filter for a class of nonlinear stochastic systems.- Approximating filters for continuous-time systems with interrupted observations.- Estimation in a multitarget environment.- State and parameter estimation.- State estimation for systems driven by wiener and poisson processes.- Prediction via Markov chains approximation.- Some extensions of linear filtering.

Product details

• Authors: Y Yavin, Y. Yavin
• Publisher: Springer, Berlin
• Languages: English
• Product format: Paperback / Softback
• Released: 22.04.2014
• EAN: 9783540139584
• ISBN: 978-3-540-13958-4
• No. of pages: 276
• Dimensions: 165 mm x 242 mm x 18 mm
• Weight: 484 g
• Illustrations: VII, 276 p. 1 illus.
• Series: Lecture Notes in Control and Information Sciences; Lecture Notes in Control and Information Sciences
• Subject: Natural sciences, medicine, IT, technology > Technology > Electronics, electrical engineering, communications engineering