000 03315nam a2200337 a 4500
005 20250919184854.0
008 130819s2012 njua b 001 0 eng
020 _a9780470621707 (hbk.)
_cRM397.47
020 _a0470621702 (hbk.)
039 9 _a201312231124
_bzabidah
_c201312171215
_dros
_y08-19-2013
_zros
040 _aDLC
_beng
_cDLC
_dYDX
_dBTCTA
_dBDX
_dYDXCP
_dOCLCO
_dBWX
_dDLC
_dUKM
090 _aQA279.5.H385
090 _aQA279.5
_b.H385
100 1 _aHaug, Anton J.,
_d1941-
245 1 0 _aBayesian estimation and tracking :
_ba practical guide /
_cAnton J. Haug.
260 _aHoboken, N.J. :
_bWiley,
_c2012.
300 _axxvi, 369 p. :
_bill. ;
_c25 cm.
504 _aIncludes bibliographical references and index.
520 _a'This book presents a practical approach to estimation methods that are designed to provide a clear path to programming all algorithms. Readers are provided with a firm understanding of Bayesian estimation methods and their interrelatedness. Starting with fundamental principles of Bayesian theory, the book shows how each tracking filter is derived from a slight modification to a previous filter. Such a development gives readers a broader understanding of the hierarchy of Bayesian estimation and tracking. Following the discussions about each tracking filter, the filter is put into block diagram form for ease in future recall and reference. The book presents a completely unified approach to Bayesian estimation and tracking, and this is accomplished by showing that the current posterior density for a state vector can be linked to its previous posterior density through the use of Bayes' Law and the Chapman-Kolmogorov integral. Predictive point estimates are then shown to be density-weighted integrals of nonlinear functions. The book also presents a methodology that makes implementation of the estimation methods simple (or, rather, simpler than they have been in the past). Each algorithm is accompanied by a block diagram that illustrates how all parts of the tracking filter are linked in a never-ending chain, from initialization to the loss of track. These filter block diagrams provide a ready picture for implementing the algorithms into programmable code. In addition, four completely worked out case studies give readers examples of implementation, from simulation models that generate noisy observations to worked-out applications for all tracking algorithms. This book also presents the development and application of track performance metrics, including how to generate error ellipses when implementing in real-world applications, how to calculate RMS errors in simulation environments, and how to calculate Cramer-Rao lower bounds for the RMS errors. These are also illustrated in the case study presentations'--
_cProvided by publisher.
650 0 _aBayesian statistical decision theory.
650 0 _aAutomatic tracking
_xMathematics.
650 0 _aEstimation theory.
907 _a.b15704397
_b2019-11-12
_c2019-11-12
942 _c01
_n0
_kQA279.5.H385
914 _avtls003537465
990 _aza
991 _aFakulti Sains dan Teknologi
998 _at
_b2013-06-08
_cm
_da
_feng
_gnju
_y0
_z.b15704397
999 _c682023
_d682023