State Estimation for Dynamic Systems presents the state of the art in this field and discusses a new method of state estimation. The method makes it possible to obtain optimal two-sided ellipsoidal bounds for reachable sets of linear and nonlinear control systems with discrete and continuous time. The practical stability of dynamic systems subjected to disturbances can be analyzed, and two-sided estimates in optimal control and differential games can be obtained. The method described in the book also permits guaranteed state estimation (filtering) for dynamic systems in the presence of external disturbances and observation errors. Numerical algorithms for state estimation and optimal control, as well as a number of applications and examples, are presented. The book will be an excellent reference for researchers and engineers working in applied mathematics, control theory, and system analysis. It will also appeal to pure and applied mathematicians, control engineers, and computer programmers.

A bottom-up approach that enables readers to master and apply the latest techniques in state estimation This book offers the best mathematical approaches to estimating the state of a general system. The author presents state estimation theory clearly and rigorously, providing the right amount of advanced material, recent research results, and references to enable the reader to apply state estimation techniques confidently across a variety of fields in science and engineering. While there are other textbooks that treat state estimation, this one offers special features and a unique perspective and pedagogical approach that speed learning: * Straightforward, bottom-up approach begins with basic concepts and then builds step by step to more advanced topics for a clear understanding of state estimation * Simple examples and problems that require only paper and pen to solve lead to an intuitive understanding of how theory works in practice * MATLAB(r)-based source code that corresponds to examples in the book, available on the author's Web site, enables readers to recreate results and experiment with other simulation setups and parameters Armed with a solid foundation in the basics, readers are presented with a careful treatment of advanced topics, including unscented filtering, high order nonlinear filtering, particle filtering, constrained state estimation, reduced order filtering, robust Kalman filtering, and mixed Kalman/H? filtering. Problems at the end of each chapter include both written exercises and computer exercises. Written exercises focus on improving the reader's understanding of theory and key concepts, whereas computer exercises help readers apply theory to problems similar to ones they are likely to encounter in industry. With its expert blend of theory and practice, coupled with its presentation of recent research results, Optimal State Estimation is strongly recommended for undergraduate and graduate-level courses in optimal control and state estimation theory. It also serves as a reference for engineers and science professionals across a wide array of industries.

In the years since the bestselling first edition, fusion research and applications have adapted to service-oriented architectures and pushed the boundaries of situational modeling in human behavior, expanding into fields such as chemical and biological sensing, crisis management, and intelligent buildings. Handbook of Multisensor Data Fusion: Theory and Practice, Second Edition represents the most current concepts and theory as information fusion expands into the realm of network-centric architectures. It reflects new developments in distributed and detection fusion, situation and impact awareness in complex applications, and human cognitive concepts. With contributions from the world’s leading fusion experts, this second edition expands to 31 chapters covering the fundamental theory and cutting-edge developments that are driving this field. New to the Second Edition— · Applications in electromagnetic systems and chemical and biological sensors · Army command and combat identification techniques · Techniques for automated reasoning · Advances in Kalman filtering · Fusion in a network centric environment · Service-oriented architecture concepts · Intelligent agents for improved decision making · Commercial off-the-shelf (COTS) software tools From basic information to state-of-the-art theories, this second edition continues to be a unique, comprehensive, and up-to-date resource for data fusion systems designers.

Optimal State Estimation for Process Monitoring, Fault Diagnosis and Control presents various mechanistic model based state estimators and data-driven model based state estimators with a special emphasis on their development and applications to process monitoring, fault diagnosis and control. The design and analysis of different state estimators are highlighted with a number of applications and case studies concerning to various real chemical and biochemical processes. The book starts with the introduction of basic concepts, extending to classical methods and successively leading to advances in this field. Design and implementation of various classical and advanced state estimation methods to solve a wide variety of problems makes this book immensely useful for the audience working in different disciplines in academics, research and industry in areas concerning to process monitoring, fault diagnosis, control and related disciplines. - Describes various classical and advanced versions of mechanistic model based state estimation algorithms - Describes various data-driven model based state estimation techniques - Highlights a number of real applications of mechanistic model based and data-driven model based state estimators/soft sensors - Beneficial to those associated with process monitoring, fault diagnosis, online optimization, control and related areas

The emerging technology of multisensor data fusion has a wide range of applications, both in Department of Defense (DoD) areas and in the civilian arena. The techniques of multisensor data fusion draw from an equally broad range of disciplines, including artificial intelligence, pattern recognition, and statistical estimation. With the rapid evolut