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![]( "Buchcover ISBN 9781118003169")
This book is intended primarily as a handbook for engineers whomust design practical systems.
Its primary goal is to discuss model development insufficient detail so that the reader may design an estimator thatmeets all application requirements and is robust to modelingassumptions. Since it is sometimes difficult to apriori determine the best model structure, use ofexploratory data analysis to define model structure isdiscussed. Methods for deciding on the „best“model are also presented.
A second goal is to present little known extensions of leastsquares estimation or Kalman filtering that provide guidance onmodel structure and parameters, or make the estimator more robustto changes in real-world behavior.
A third goal is discussion of implementation issues that makethe estimator more accurate or efficient, or that make it flexibleso that model alternatives can be easily compared.
The fourth goal is to provide the designer/analyst with guidancein evaluating estimator performance and in determining/correctingproblems.
The final goal is to provide a subroutine library thatsimplifies implementation, and flexible general purpose high-leveldrivers that allow both easy analysis of alternative models andaccess to extensions of the basic filtering.
Supplemental materials and up-to-date errata are downloadable athttp://booksupport. wiley. com.
Its primary goal is to discuss model development insufficient detail so that the reader may design an estimator thatmeets all application requirements and is robust to modelingassumptions. Since it is sometimes difficult to apriori determine the best model structure, use ofexploratory data analysis to define model structure isdiscussed. Methods for deciding on the „best“model are also presented.
A second goal is to present little known extensions of leastsquares estimation or Kalman filtering that provide guidance onmodel structure and parameters, or make the estimator more robustto changes in real-world behavior.
A third goal is discussion of implementation issues that makethe estimator more accurate or efficient, or that make it flexibleso that model alternatives can be easily compared.
The fourth goal is to provide the designer/analyst with guidancein evaluating estimator performance and in determining/correctingproblems.
The final goal is to provide a subroutine library thatsimplifies implementation, and flexible general purpose high-leveldrivers that allow both easy analysis of alternative models andaccess to extensions of the basic filtering.
Supplemental materials and up-to-date errata are downloadable athttp://booksupport. wiley. com.
