Grid-based Nonlinear Estimation and Its Applications

Nonfiction, Science & Nature, Mathematics, Applied, Technology, Electricity, Science, Biological Sciences
Cover of the book Grid-based Nonlinear Estimation and Its Applications by Bin Jia, Ming Xin, CRC Press
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Author: Bin Jia, Ming Xin ISBN: 9781351757409
Publisher: CRC Press Publication: April 25, 2019
Imprint: CRC Press Language: English
Author: Bin Jia, Ming Xin
ISBN: 9781351757409
Publisher: CRC Press
Publication: April 25, 2019
Imprint: CRC Press
Language: English

Grid-based Nonlinear Estimation and its Applications presents new Bayesian nonlinear estimation techniques developed in the last two decades. Grid-based estimation techniques are based on efficient and precise numerical integration rules to improve performance of the traditional Kalman filtering based estimation for nonlinear and uncertainty dynamic systems. The unscented Kalman filter, Gauss-Hermite quadrature filter, cubature Kalman filter, sparse-grid quadrature filter, and many other numerical grid-based filtering techniques have been introduced and compared in this book. 

Theoretical analysis and numerical simulations are provided to show the relationships and distinct features of different estimation techniques. To assist the exposition of the filtering concept, preliminary mathematical review is provided. In addition, rather than merely considering the single sensor estimation, multiple sensor estimation, including the centralized and decentralized estimation, is included. Different decentralized estimation strategies, including consensus, diffusion, and covariance intersection, are investigated. Diverse engineering applications, such as uncertainty propagation, target tracking, guidance, navigation, and control, are presented to illustrate the performance of different grid-based estimation techniques.

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Grid-based Nonlinear Estimation and its Applications presents new Bayesian nonlinear estimation techniques developed in the last two decades. Grid-based estimation techniques are based on efficient and precise numerical integration rules to improve performance of the traditional Kalman filtering based estimation for nonlinear and uncertainty dynamic systems. The unscented Kalman filter, Gauss-Hermite quadrature filter, cubature Kalman filter, sparse-grid quadrature filter, and many other numerical grid-based filtering techniques have been introduced and compared in this book. 

Theoretical analysis and numerical simulations are provided to show the relationships and distinct features of different estimation techniques. To assist the exposition of the filtering concept, preliminary mathematical review is provided. In addition, rather than merely considering the single sensor estimation, multiple sensor estimation, including the centralized and decentralized estimation, is included. Different decentralized estimation strategies, including consensus, diffusion, and covariance intersection, are investigated. Diverse engineering applications, such as uncertainty propagation, target tracking, guidance, navigation, and control, are presented to illustrate the performance of different grid-based estimation techniques.

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