CHEL/326.H: Filtering for stochastic processes with applications to guidance随机过程的滤波及制导应用
点此进入淘宝搜索页搜索分類: 图书,进口原版书,科学与技术 Science & Techology ,
作者： Richard S. Bucy，Peter D. Joseph著
出 版 社：
出版时间： 2005-3-1字数：版次： 1页数： 217印刷时间： 2005/03/01开本： 16开印次： 1纸张： 胶版纸I S B N ： 9780821837825包装： 精装内容简介
This second edition preserves the original text of 1968，with clarification and added references。From the Preface to the Second Edition：“Since the First Edition of this book，numerous important results have appeared--in particular stochastic integrals with respect to martingales，random fields，Riccati equation theory and realization of nonlinear filters，to name a few。 In Appendix D，an attempt is made to provide some of the references that the authors have found useful and to comment on the relation of the cited references to the field ，We hope that this new edition will have the effect of hastening the day when the nonlinear filter will enjoy the same popularity in applications as the linear filter does now。”
目录
Part ⅠTheory
1ORDINARY DIFFERENTIAL EQUATIONS AND STABILITY
Difierential Equations
StabilityTheory
2RANDOM PROCESSES AND STOCHASTIC MODELS
IntroductiOn
Random Variables and Processes
Random Difrerential Equations
Linear Models
Dynamical Models
30BSERVABILITY AND CONTROLLABILITY
IntrOductiOn
Observability and Controllability
Canonical Forms
Stochastic Modeling
4FILTERING THEORY
IntrOduction
The Minimum Variance Unbiased Estimator
Function Space Integrals for the Conditional Distribution
Alternative Approaches for the Linear Estimation Problem
Linear and NonLinear Filtering in Discrete Time-
“WideSense”Solution of the Linear Filtering Problem
Problems
5GLOBAL THEORY OF FILTERING
IntrOduction
Properties of the Riccati Equation
Exponential Stability
Examples and Problems
Effects of Errors in Optimal Gains-
A Table of Results for the Asymptotic Theory
6 STOCHnSHC STABILITY
Information and Filtering
7 OPTIMAL FILTERING FOR CORRELATED NOISE Processes
Introduction
Filtering for Colored Noise
8 APPROXIMATE OP~MAL NON—LINEAR FILTERING
The Separation Principle
Numerical Solution of the Riccati Equation
Equilibrium Solutions ofthe Riccati Equarion
Numerical Methods
9 OPTIMUM FILTING RING FOR DISCREfE TIME RANDOM PR0cEssEs
10STOCIiASTIC CONTROL
Markov Processes and SemiGroups
11OPEN QuEsItONS AND Historical Comments
Open Questions
Historical Comments
Part ⅡApplications
12APPLICA FION TO NAVIGATION
The Application ofa MathematicalTheory
Modeling
Computationat Solution
13APPLICATIONS OF FILTER THEORY AND MODELING TECHNIQUES
Equation Formulation and Notation
Advantages ofthe Sequential Estimator
Curve Fitting
Sequential（Kalman Bury）Filtering
Comparisort ofCurve Fitting and Sequcntial Flitefing
Application to Space Navigation
Linearization
Noise and Error Terms
The Randora Disturbance
14FREE FLIGHT AND POWERED FLIGHT NAVIGATION
15 ERROR ANALYSES AND SUB-OPTIMAL MODELING
16 ERRORS IN THE FILTERING PROCESS
APPENDIX A LEAST SQUARES CURVE FITTING
APPENDIX B PROBABILITY REVIEW
REFERENCES
INDEX
