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Books > Reference & Interdisciplinary > Communication studies > Information theory > Cybernetics & systems theory
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Estimators for Uncertain Dynamic Systems (Hardcover, 1998 ed.)
Loot Price: R4,599
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Estimators for Uncertain Dynamic Systems (Hardcover, 1998 ed.)
Series: Mathematics and Its Applications, 458
Expected to ship within 10 - 15 working days
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The optimal estimation problems for linear dynamic systems, and in
particular for systems with aftereffect, reduce to different
variational problems. The type and complexity of these variational
problems depend on the process model, the model of uncertainties,
and the estimation performance criterion. A solution of a
variational problem determines an optimal estimator. In addition,
frequently the optimal algorithm for one noise model must operate
under another, more complex assumption about noise. Hence,
simplified algorithms must be used. It is important to evaluate the
level of nonoptimality for the simplified algorithms. Since the
original variational problems can be very difficult, the estimate
of nonoptimality must be obtained without solving the original
variational problem. In this book, guaranteed levels of
nonoptimality for simplified estimation and control algorithms are
constructed. To obtain these levels the duality theory for convex
extremal problems is used. Audience: This book will be of interest
to applied mathematicians, researchers and engineers who deal with
estimation and control systems. The material, which requires a good
knowledge of calculus, is also suitable for a two-semester graduate
or postgraduate course.
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