Bayesian Estimation and Tracking: A Practical Guide by Anton J. Haug

By Anton J. Haug

A sensible method of estimating and monitoring dynamic structures in real-worl applications

Much of the literature on acting estimation for non-Gaussian platforms is brief on sensible method, whereas Gaussian tools usually lack a cohesive derivation. Bayesian Estimation and Tracking addresses the space within the box on either money owed, delivering readers with a accomplished review of tools for estimating either linear and nonlinear dynamic structures pushed by means of Gaussian and non-Gaussian noices.

Featuring a unified method of Bayesian estimation and monitoring, the booklet emphasizes the derivation of all monitoring algorithms inside a Bayesian framework and describes potent numerical tools for comparing density-weighted integrals, together with linear and nonlinear Kalman filters for Gaussian-weighted integrals and particle filters for non-Gaussian instances. the writer first emphasizes designated derivations from first rules of eeach estimation strategy and is going directly to use illustrative and distinctive step by step directions for every approach that makes coding of the monitoring clear out basic and straightforward to understand.

Case experiences are hired to exhibit purposes of the mentioned issues. additionally, the ebook provides block diagrams for every set of rules, permitting readers to strengthen their very own MATLAB® toolbox of estimation methods.

Bayesian Estimation and Tracking is a superb e-book for classes on estimation and monitoring equipment on the graduate point. The ebook additionally serves as a worthy reference for study scientists, mathematicians, and engineers looking a deeper knowing of the topics.

Show description

Read Online or Download Bayesian Estimation and Tracking: A Practical Guide PDF

Similar signal processing books

Digital Processing of Speech Signals

The fabric during this booklet is meant as a one-semester path in speech processing. the aim of this article is to teach how electronic sign processing innovations could be utilized to difficulties relating to speech communique. The ebook offers an intensive description of the actual foundation for speech coding together with fourier research, electronic illustration and electronic and time area types of the wave shape.

Numerical Methods in Electromagnetics, Volume 13: Special Volume (Handbook of Numerical Analysis)

The main urgent want for this booklet could be within the semiconductor and optoelectronics fields. As linewidths preserve reducing for transistors on chips, and as clock speeds retain being driven up, the accuracy of electromagnetic simulations is key. this offers circuit simulations that may be relied upon, with no need to continually write new circuits to silicon [or GaAs].

Oscilloscopes: how to use them, how they work

Oscilloscopes are crucial instruments for checking circuit operation and diagnosing faults, and an important diversity of types can be found. yet that's the ideal one for a selected software? Which positive factors are crucial and which no longer so very important? Ian Hickman has the solutions. this convenient consultant to oscilloscopes is vital studying for a person who has to exploit a 'scope for his or her paintings or pastime: electronics designers, technicians, someone in keen on try and size, electronics fanatics.

Modem Theory: An Introduction to Telecommunications

On the center of any glossy conversation procedure is the modem, connecting the knowledge resource to the conversation channel. this primary direction within the mathematical concept of modem layout introduces the idea of electronic modulation and coding that underpins the layout of electronic telecommunications platforms. a close therapy of middle topics is equipped, together with baseband and passband modulation and demodulation, equalization, and series estimation.

Additional info for Bayesian Estimation and Tracking: A Practical Guide

Example text

Bayesian estimation is conceptually very simple. It begins with some initial prior belief, such as the statement “See that ship. ” Notice that the initial belief statement includes an indication that our initial guess of the position and velocity of the ship are uncertain or random and based on some prior probability distribution. ” This statement includes a mental model of the ship motion dynamics as well as some additional uncertainty. Suppose now, that one has a small portable radar on hand.

4 Simplex figures in up to three dimensions. in this book. A discussion of Hermite interpolation is postponed because a Gaussianweighted integral can be changed into the Hermite integral by a simple transform making understanding of the method simpler. There are other derivative-free methods of interpolation that require fewer interpolation points than the multidimensional Stirling’s polynomial approximation described above. 3 that lie along the orthogonal Cartesian axes and the origin. 74) have been removed at the cost of a small amount of accuracy for the second-order term.

1973. 2. Brooks SP. Bayesian computation: a statistical revolution. Phil. Trans. R. Soc. Lond. A 2003;361:2681–2697. 10 INTRODUCTION 3. Jazwinski AH. Stochastic Processes and Filtering Theory. Academic Press (1970), recently republished in paperback by Dover Publications; 2007. 4. Doucet A, de Freitas JFG, Gordon NJ, editors. Sequential Monte Carlo Methods in Practice. New York, NY: Springer-Verlag; 2001. 5. Papoulis A. Probability, Random Variables, and Stochastic Processes, 4th ed. McGraw-Hill; 2002.

Download PDF sample

Rated 4.10 of 5 – based on 50 votes