Bayesian estimation and tracking : a practical guide.

A practical approach to estimating and tracking dynamic systems in real-world applications. Much of the literature on performing estimation for non-Gaussian systems is short on practical methodology, while Gaussian methods often lack a cohesive derivation. Bayesian Estimation and Tracking addresses...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Haug, Anton J., 1941-
Μορφή: Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Hoboken : John Wiley & Sons, 2012.
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
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100 1 |a Haug, Anton J.,  |d 1941- 
245 1 0 |a Bayesian estimation and tracking :  |b a practical guide. 
264 1 |a Hoboken :  |b John Wiley & Sons,  |c 2012. 
300 |a 1 online resource (523 pages) 
336 |a text  |b txt  |2 rdacontent 
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505 0 |a Cover; Title Page; Copyright; Dedication; Preface; Acknowledgments; List of Figures; List of Tables; Part I: Preliminaries; Chapter 1: Introduction; 1.1 Bayesian Inference; 1.2 Bayesian Hierarchy of Estimation Methods; 1.3 Scope of this Text; 1.4 Modeling and Simulation with Matlab®; References; Chapter 2: Preliminary Mathematical Concepts; 2.1 A Very Brief Overview of Matrix Linear Algebra; 2.2 Vector Point Generators; 2.3 Approximating Nonlinear Multidimensional Functions with Multidimensional Arguments; 2.4 Overview of Multivariate Statistics; References. 
505 8 |a Chapter 3: General Concepts of Bayesian Estimation; 3.1 Bayesian Estimation; 3.2 Point Estimators; 3.3 Introduction to Recursive Bayesian Filtering of Probability Density Functions; 3.4 Introduction to Recursive Bayesian Estimation of the State Mean and Covariance; 3.5 Discussion of General Estimation Methods; References; Chapter 4: Case Studies: Preliminary Discussions; 4.1 The Overall Simulation/Estimation/Evaluation Process; 4.2 A Scenario Simulator for Tracking a Constant Velocity Target Through a DIFAR Buoy Field; 4.3 DIFAR Buoy Signal Processing; 4.4 The DIFAR Likelihood Function. 
505 8 |a 8.3 An Alternate Derivation of the Multidimensional Finite Difference Covariance Prediction Equations; References; Chapter 9: The Sigma Point Class: The Unscented Kalman Filter; 9.1 Introduction to Monomial Cubature Integration Rules; 9.2 The Unscented Kalman Filter; 9.3 Application of the UKF to the DIFAR Ship Tracking Case Study; References; Chapter 10: The Sigma Point Class: The Spherical Simplex Kalman Filter; 10.1 One-Dimensional Spherical Simplex Sigma Points; 10.2 Two-Dimensional Spherical Simplex Sigma Points; 10.3 Higher Dimensional Spherical Simplex Sigma Points. 
504 |a References; Part II: The Gaussian Assumption: A Family of Kalman Filter Estimators; Chapter 5: The Gaussian Noise Case: Multidimensional Integration of Gaussian-Weighted Distributions; 5.1 Summary of Important Results From Chapter 3; 5.2 Derivation of the Kalman Filter Correction (Update) Equations Revisited; 5.3 The General Bayesian Point Prediction Integrals for Gaussian Densities; References; Chapter 6: The Linear Class of Kalman Filters; 6.1 Linear Dynamic Models; 6.2 Linear Observation Models; 6.3 The Linear Kalman Filter; 6.4 Application of the LKF to DIFAR Buoy Bearing Estimation. 
504 |a References; Chapter 7: The Analytical Linearization Class of Kalman Filters: The Extended Kalman Filter; 7.1 One-Dimensional Consideration; 7.2 Multidimensional Consideration; 7.3 An Alternate Derivation of the Multidimensional Covariance Prediction Equations; 7.4 Application of the EKF to the DIFAR Ship Tracking Case Study; References; Chapter 8: The Sigma Point Class: The Finite Difference Kalman Filter; 8.1 One-Dimensional Finite Difference Kalman Filter; 8.2 Multidimensional Finite Difference Kalman Filters. 
520 |a A practical approach to estimating and tracking dynamic systems in real-world applications. Much of the literature on performing estimation for non-Gaussian systems is short on practical methodology, while Gaussian methods often lack a cohesive derivation. Bayesian Estimation and Tracking addresses the gap in the field on both accounts, providing readers with a comprehensive overview of methods for estimating both linear and nonlinear dynamic systems driven by Gaussian and non-Gaussian noices. Featuring a unified approach to Bayesian estimation and tracking. 
588 0 |a Print version record. 
650 0 |a Bayesian statistical decision theory. 
650 0 |a Automatic tracking  |x Mathematics. 
650 0 |a Estimation theory. 
650 4 |a Mathematics. 
650 4 |a Bayesian statistical decision theory. 
650 4 |a Automatic tracking  |x Mathematics. 
650 4 |a Estimation theory. 
650 7 |a MATHEMATICS  |x Probability & Statistics  |x Bayesian Analysis.  |2 bisacsh 
650 7 |a Mathematics.  |2 fast  |0 (OCoLC)fst01012163 
650 7 |a Bayesian statistical decision theory.  |2 local 
650 7 |a Automatic tracking / Mathematics.  |2 local 
650 7 |a Estimation theory.  |2 local 
655 4 |a Electronic books. 
776 0 8 |i Print version:  |a Haug, Anton J., 1941-  |t Bayesian Estimation and Tracking : A Practical Guide.  |d Hoboken : John Wiley & Sons, ©2012  |z 9780470621707 
856 4 0 |u https://doi.org/10.1002/9781118287798  |z Full Text via HEAL-Link 
994 |a 92  |b DG1