Random signal estimation and system control

Author: Xu Ningshou
Publisher:
Publish Date: 2001-01-01
Features: This book focuses on introducing the fundamental theories of statistical analysis, estimation, and random system control from an engineering perspective, along with some applications in the fields of system control and signal processing. The book, excluding the introduction, is divided into thirteen chapters. It covers preliminary knowledge on matrices and multivariate random variables, statistical analysis of random signals (processes), analysis of linear time-varying random dynamic systems, five basic estimation methods, the optimal filtering, prediction, and smoothing of state signals in discrete-time linear random systems, the filtering of state signals in continuous-time linear random systems, compensation techniques for filter divergence caused by computational and model errors, approximate solutions for nonlinear filtering problems, optimal control and adaptive prediction control of random systems, and typical applications of random signal estimation and random system control theory in technologies such as GPS signal filtering, structural vibration control, and improved generalized predictive control. This book is suitable for reference by students, teachers, and researchers in the fields of control science, control engineering, and various disciplines involving signal processing technologies.