Optimal and Robust State Estimation: Finite Impulse Response (FIR) and Kalman Approaches

Optimal and Robust State Estimation: Finite Impulse Response (FIR) and Kalman Approaches provides a unified and systematic theoretical framework for solving problems related to finite impulse response (FIR) estimate. It covers batch state estimators,recursive forms,probability and stochastic processes,linear and nonlinear state estimators,optimal FIR filtering,limited memory batch and recursive algorithms,solving the q-lag FIR smoothing problem,introducing the receding horizon (RH) FIR state estimation approach,and developing the theory of FIR state estimation under disturbances. The book is written for professionals in microwave engineering,system engineering,and robotics,and graduate and senior undergraduate students with coursework dealing with state estimation.

Format: Hardback
Length: 480 pages
Publication date: 19 September 2022
Publisher: John Wiley and Sons Ltd

Optimal and Robust State Estimation: Finite Impulse Response (FIR) and Kalman Approaches is a comprehensive exploration into batch state estimators and recursive forms. The work commences by providing an introduction to the state estimation approach, accompanied by a concise historical overview. Subsequently, the work delves into the distinctive characteristics of finite impulse response (FIR) state estimators. Subsequent chapters offer a foundational understanding of probability and stochastic processes, discuss the various linear and nonlinear state estimators available, explore optimal FIR filtering techniques, and consider limited memory batch and recursive algorithms.

Other topics addressed include the resolution of the q-lag FIR smoothing problem, the introduction of the receding horizon (RH) FIR state estimation approach, and the development of the theory of FIR state estimation under disturbances. The book concludes by discussing the theory of FIR state estimation for uncertain systems and presenting numerous practical applications where the FIR state estimators are effectively employed. Key concepts covered in the work encompass:

A comprehensive overview of the state estimation approach, which emerged as a solution to determine the internal state of a real system, despite only having access to the known input and output.

Optimal, optimal unbiased, maximum likelihood, and unbiased and robust finite impulse response (FIR) structures.

The FIR state estimation approach, alongside the infinite impulse response (IIR) and Kalman approaches.

Cost functions and the most critical properties of FIR and IIR state estimates.

Optimal and Robust State Estimation: Finite Impulse Response (FIR) and Kalman Approaches was authored with professionals in the fields of microwave engineering in mind.

Weight: 1048g
Dimension: 186 x 262 x 32 (mm)
ISBN-13: 9781119863076