Bayesian Estimation and Tracking

Author: Anton J. Haug
Publisher: John Wiley & Sons
ISBN: 1118287800
Format: PDF, Kindle
Download Now
A practical approach to estimating and tracking dynamic systems in real-worl 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, the book emphasizes the derivation of all tracking algorithms within a Bayesian framework and describes effective numerical methods for evaluating density-weighted integrals, including linear and nonlinear Kalman filters for Gaussian-weighted integrals and particle filters for non-Gaussian cases. The author first emphasizes detailed derivations from first principles of eeach estimation method and goes on to use illustrative and detailed step-by-step instructions for each method that makes coding of the tracking filter simple and easy to understand. Case studies are employed to showcase applications of the discussed topics. In addition, the book supplies block diagrams for each algorithm, allowing readers to develop their own MATLAB® toolbox of estimation methods. Bayesian Estimation and Tracking is an excellent book for courses on estimation and tracking methods at the graduate level. The book also serves as a valuable reference for research scientists, mathematicians, and engineers seeking a deeper understanding of the topics.

Bayesian Filtering and Smoothing

Author: Simo Särkkä
Publisher: Cambridge University Press
ISBN: 110703065X
Format: PDF, ePub
Download Now
A unified Bayesian treatment of the state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models.

Advanced Kalman Filtering Least Squares and Modeling

Author: Bruce P. Gibbs
Publisher: John Wiley & Sons
ISBN: 1118003160
Format: PDF, Docs
Download Now
This book is intended primarily as a handbook for engineers who must design practical systems. Its primary goal is to discuss model development in sufficient detail so that the reader may design an estimator that meets all application requirements and is robust to modeling assumptions. Since it is sometimes difficult to a priori determine the best model structure, use of exploratory data analysis to define model structure is discussed. Methods for deciding on the “best” model are also presented. A second goal is to present little known extensions of least squares estimation or Kalman filtering that provide guidance on model structure and parameters, or make the estimator more robust to changes in real-world behavior. A third goal is discussion of implementation issues that make the estimator more accurate or efficient, or that make it flexible so that model alternatives can be easily compared. The fourth goal is to provide the designer/analyst with guidance in evaluating estimator performance and in determining/correcting problems. The final goal is to provide a subroutine library that simplifies implementation, and flexible general purpose high-level drivers that allow both easy analysis of alternative models and access to extensions of the basic filtering. Supplemental materials and up-to-date errata are downloadable at

Classical and Modern Direction of Arrival Estimation

Author: T. Engin Tuncer
Publisher: Academic Press
ISBN: 0080923070
Format: PDF, ePub, Mobi
Download Now
Classical and Modern Direction of Arrival Estimation contains both theory and practice of direction finding by the leading researchers in the field. This unique blend of techniques used in commercial DF systems and state-of-the art super-resolution methods is a valuable source of information for both practicing engineers and researchers. Key topics covered are: Classical methods of direction finding Practical DF methods used in commercial systems Calibration in antenna arrays Array mapping, fast algorithms and wideband processing Spatial time-frequency distributions for DOA estimation DOA estimation in threshold region Higher order statistics for DOA estimation Localization in sensor networks and direct position estimation Brings together in one book classical and modern DOA techniques, showing the connections between them Contains contributions from the leading people in the field Gives a concise and easy- to- read introduction to the classical techniques Evaluates the strengths and weaknesses of key super-resolution techniques Includes applications to sensor networks

Bayesian Bounds for Parameter Estimation and Nonlinear Filtering Tracking

Author: Harry L. Van Trees
Publisher: Wiley-IEEE Press
ISBN: 9780470120958
Format: PDF, Docs
Download Now
The first comprehensive development of Bayesian Bounds for parameter estimation and nonlinear filtering/tracking Bayesian estimation plays a central role in many signal processing problems encountered in radar, sonar, communications, seismology, and medical diagnosis. There are often highly nonlinear problems for which analytic evaluation of the exact performance is intractable. A widely used technique is to find bounds on the performance of any estimator and compare the performance of various estimators to these bounds. This book provides a comprehensive overview of the state of the art in Bayesian Bounds. It addresses two related problems: the estimation of multiple parameters based on noisy measurements and the estimation of random processes, either continuous or discrete, based on noisy measurements. An extensive introductory chapter provides an overview of Bayesian estimation and the interrelationship and applicability of the various Bayesian Bounds for both static parameters and random processes. It provides the context for the collection of papers that are included. This book will serve as a comprehensive reference for engineers and statisticians interested in both theory and application. It is also suitable as a text for a graduate seminar or as a supplementary reference for an estimation theory course.

Bayesian Methods in the Search for MH370

Author: Sam Davey
Publisher: Springer
ISBN: 9811003793
Format: PDF
Download Now
This book demonstrates how nonlinear/non-Gaussian Bayesian time series estimation methods were used to produce a probability distribution of potential MH370 flight paths. It provides details of how the probabilistic models of aircraft flight dynamics, satellite communication system measurements, environmental effects and radar data were constructed and calibrated. The probability distribution was used to define the search zone in the southern Indian Ocean. The book describes particle-filter based numerical calculation of the aircraft flight-path probability distribution and validates the method using data from several of the involved aircraft’s previous flights. Finally it is shown how the Reunion Island flaperon debris find affects the search probability distribution.

Applied Optimal Estimation

Author: Arthur Gelb
Publisher: MIT Press
ISBN: 9780262570480
Format: PDF, Docs
Download Now
This is the first book on the optimal estimation that places its major emphasis on practical applications, treating the subject more from an engineering than a mathematical orientation. Even so, theoretical and mathematical concepts are introduced and developed sufficiently to make the book a self-contained source of instruction for readers without prior knowledge of the basic principles of the field. The work is the product of the technical staff of the The Analytic Sciences Corporation (TASC), an organization whose success has resulted largely from its applications of optimal estimation techniques to a wide variety of real situations involving large-scale systemsArthur Gelb writes in the Foreword that "It is our intent throughout to provide a simple and interesting picture of the central issues underlying modern estimation theory and practice. Heuristic, rather than theoretically elegant, arguments are used extensively, with emphasis on physical insights and key questions of practical importance."Numerous illustrative examples, many based on actual applications, have been interspersed throughout the text to lead the student to a concrete understanding of the theoretical material. The inclusion of problems with "built-in" answers at the end of each of the nine chapters further enhances the self-study potential of the text.After a brief historical prelude, the book introduces the mathematics underlying random process theory and state-space characterization of linear dynamic systems. The theory and practice of optimal estimation is them presented, including filtering, smoothing, and prediction. Both linear and non-linear systems, and continuous- and discrete-time cases, are covered in considerable detail. New results are described concerning the application of covariance analysis to non-linear systems and the connection between observers and optimal estimators. The final chapters treat such practical and often pivotal issues as suboptimal structure, and computer loading considerations.This book is an outgrowth of a course given by TASC at a number of US Government facilities. Virtually all of the members of the TASC technical staff have, at one time and in one way or another, contributed to the material contained in the work

Beyond the Kalman Filter Particle Filters for Tracking Applications

Author: Branko Ristic
Publisher: Artech House
ISBN: 9781580538510
Format: PDF, ePub
Download Now
For most tracking applications the Kalman filter is reliable and efficient, but it is limited to a relatively restricted class of linear Gaussian problems. To solve problems beyond this restricted class, particle filters are proving to be dependable methods for stochastic dynamic estimation. Packed with 867 equations, this cutting-edge book introduces the latest advances in particle filter theory, discusses their relevance to defense surveillance systems, and examines defense-related applications of particle filters to nonlinear and non-Gaussian problems. With this hands-on guide, you can develop more accurate and reliable nonlinear filter designs and more precisely predict the performance of these designs. You can also apply particle filters to tracking a ballistic object, detection and tracking of stealthy targets, tracking through the blind Doppler zone, bi-static radar tracking, passive ranging (bearings-only tracking) of maneuvering targets, range-only tracking, terrain-aided tracking of ground vehicles, and group and extended object tracking.

Multitarget multisensor Tracking

Author: Yaakov Bar-Shalom
Publisher: Artech House on Demand
ISBN: 9780890065174
Format: PDF, ePub, Docs
Download Now
Compiles the latest techniques for those who design advanced systems for tracking, surveillance and navigation. This second volume expands upon the first with 11 new chapters. The text includes pertinent contributions from leading international experts in this field.

Tools for Signal Compression

Author: Nicolas Moreau
Publisher: John Wiley & Sons
ISBN: 1118616626
Format: PDF, ePub, Docs
Download Now
This book presents tools and algorithms required to compress/uncompress signals such as speech and music. These algorithms are largely used in mobile phones, DVD players, HDTV sets, etc. In a first rather theoretical part, this book presents the standard tools used in compression systems: scalar and vector quantization, predictive quantization, transform quantization, entropy coding. In particular we show the consistency between these different tools. The second part explains how these tools are used in the latest speech and audio coders. The third part gives Matlab programs simulating these coders.