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Applied Optimal Estimation - Paperback, by The Analytic Sciences - Acceptable

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Book Title
Applied Optimal Estimation (Mit Press)
ISBN
9780262570480
Kategorie

Über dieses Produkt

Product Identifiers

Publisher
MIT Press
ISBN-10
0262570483
ISBN-13
9780262570480
eBay Product ID (ePID)
74166

Product Key Features

Number of Pages
374 Pages
Publication Name
Applied Optimal Estimation
Language
English
Subject
Probability & Statistics / Stochastic Processes, Computer Science
Publication Year
1974
Type
Textbook
Author
The Analytic Sciences Corporation
Subject Area
Mathematics, Computers
Format
Trade Paperback

Dimensions

Item Height
0.8 in
Item Weight
18.4 Oz
Item Length
9 in
Item Width
5.9 in

Additional Product Features

Intended Audience
Trade
LCCN
74-001604
Grade From
College Graduate Student
Illustrated
Yes
Synopsis
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 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 systems. Arthur 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., 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.

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