Linear Estimation

Customer Reviews:

Excellent text.......2005-09-25

This is an excellent text that covers estimation theory from a modern point of view. It will be especially interesting to anyone with a graduate degree in physics because Kailath, et al derive the theory of linear estimation from a point of view very similar to that of modern quantum mechanics - they even use similar bra/ket notation!

Basic and advanced statistical mathematics is somewhat an implied prerequisite for understanding this text. From what I have seen, I honestly find nothing negative to critique - its probably one of the best technical textbooks I have in my large library.

Well-organized, readable, beautiful.......2002-10-10

I came to this book with a need to become familiar with Kalman filters. I've read the first two chapters so far with great pleasure. Professor Kailath develops the material beautifully; his profound mastery of the field is evident in every paragraph. The material is concentrated, but is presented in a highly readable compelling style. The reader is expected to be comfortable with the basics of linear systems theory, probability, and matrix analysis, although extensive appendices provide the necessary background.

Wonderful and insightful.......2001-09-18

This is one of the best engineering textbooks I have read, period. Although the subject matter is not for the faint-hearted, the authors' attention to pedagogical details shine throughout (repetition is the key to learning). The Kalman filter is introduced naturally as a consequence of a general framework for obtaining the best linear estimator of a random variable given others (earlier observations), and the geometric intuition is stressed repeatedly.

No important issue is omitted, including a very complete treatment of numerical issues and fast algorithms. My only gripe is with the assumption that all model parameters are KNOWN; in other words, the important aspect system identification (parameter estimation, learning, or whatever you call it in your field) is left to other textbooks.

Moreover, and no minor accomplishment, is the amazingly small number of typographical errors (at least up to where I have read so far; a bit over half the book), which is remarkable given the dense mathematical contents.

All in all, I would give it 6 stars if possible. Everything is there: it transmits a deep intuition for the matter, a places it in its historical context through interesting and amusing notes; it leaves the reader fulfilled but not overwhelmed.

Linear Estimation from A to Z........2001-02-06

Kailath, Sayed, and Hassibi do an excellent job of explaining what is a fairly complicated subject. This book is best-suited for scholars who desire a deep understanding of estimation theory. Engineers who want to quickly understand how to implement a Kalman Filter might be better off buying Adaptive Filter Theory by Simon Haykin.

The first chapter provides a good overview of the book, although it makes the most sense once the subject matter of the rest of the book has been digested a bit. A consistent framework emphasizing innovations (or the new information which appears at any iteration) is used throughout the book, and both continuous and discrete-time techniques for stochastic estimation are given nearly equal treatment, although the real-world engineer is likely to be interested in the latter.

Book Description

Mathcad: A Tool for Engineering Problem Solving explains how to use Mathcad 7 (Student and Standard), which is the latest release of the most popular calculation software in the world. It is intended as a supplementary textbook for use in introductory engineering courses but will also, especially in later chapters, be of interest to more advanced students and to practicing engineers. The book has a practical orientation, with many real-world engineering examples used to illustrate the power of Mathcad in solving problems. There are separate chapters on Mathcad fundamentals, graphing data, integration and differentiation (both numeric and symbolic), solving one or more algebraic equations (including non-linear), linear algebra, solving ordinary differential equations (first order or higher, as well as sets of equations), and statistics. In addition, in a final chapter some more advanced features such as Laplace transforms and complex analysis are introduced to show Mathcad's computational power, and Mathcad's integration with World Wide Web is described. There are a large number of exercises throughout the book, with answers provided for many.

Customer Reviews:

Tough Problems and wordiness..........2001-05-17

To do some of the problems in this book you have to know a lot of physics and math. Not good for a lower level course in Engineering. I recently used this book in a semester long course and found that the author overused adjectives, and details to make things far too complicated. However on the bright side the book is very informative, good for a reference to MATHCAD.

Pretty good book.......2000-06-22

Well, this book is good in a sense that it provides you with exercises that you could work on. But it is kind of wordy, make my eyes go hay wire. Overall, it is a good reference book.

From Product Description to Cost: A Practical Approach: Volume 1 The Parametric Approach (From Product Description to Cost: A Practical Approach)

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From Product Description to Cost: A Practical Approach: Volume 1 The Parametric Approach (From Product Description to Cost: A Practical Approach)
Foussier P.M.
Manufacturer: Springer
ProductGroup: Book
Binding: Hardcover

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ASIN: 185233973X

Book Description

Parametric cost estimating, when properly used, is a very powerful and cost effective technique. Unfortunately, this technique is often misunderstood and rejected by many potential users for whom it could be a beneficial tool. The development of an agreement on how to use it and how to recognise its limitations is a major benefit to the cost estimating community.

From Product Description to Cost: A Practical Approach:

â€¢ presents different ways of parametrically forecasting costs, and the advantages and disadvantages of these methods by using real examples from the mechanical, software and building industries;

â€¢ discusses most of the mathematical procedures which are useful for parametrically forecasting costs;

â€¢ introduces the judgement needed to audit the ways in which these forecasting techniques are used, firstly as a process, and secondly as a tool to generate estimates.

Volume 1: The Parametric Approach contains four parts. Over the course of this volume, cost estimating is introduced; the preparation of data before utilization is discussed; the basic concepts of â€~generalâ€™ cost estimating models are examined; the use of cost models is considered and finally, risk analysis (as it can be used during parametric cost estimating) is introduced.

Krylov Solvers for Linear Algebraic Systems, Volume 11: Krylov Solvers (Studies in Computational Mathematics)

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Krylov Solvers for Linear Algebraic Systems, Volume 11: Krylov Solvers (Studies in Computational Mathematics)
Charles George Broyden , and Maria Teresa Vespucci
Manufacturer: Elsevier Science
ProductGroup: Book
Binding: Hardcover

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ASIN: 0444514740

Book Description

The first four chapters of this book give a comprehensive and unified theory of the Krylov methods. Many of these are shown to be particular examples of
the block conjugate-gradient algorithm and it is this observation that
permits the unification of the theory. The two major sub-classes of those
methods, the Lanczos and the Hestenes-Stiefel, are developed in parallel as
natural generalisations of the Orthodir (GCR) and Orthomin algorithms. These
are themselves based on Arnoldi's algorithm and a generalised Gram-Schmidt
algorithm and their properties, in particular their stability properties,
are determined by the two matrices that define the block conjugate-gradient
algorithm. These are the matrix of coefficients and the preconditioning
matrix.

In Chapter 5 the"transpose-free" algorithms based on the conjugate-gradient squared algorithm are presented while Chapter 6 examines the various ways in which the QMR technique has been exploited. Look-ahead methods and general block methods are dealt with in Chapters 7 and 8 while Chapter 9 is devoted to error analysis of two basic algorithms.

In Chapter 10 the results of numerical testing of the more important algorithms in their basic forms (i.e. without look-ahead or preconditioning) are presented and these are related to the structure of the algorithms and the general theory. Graphs illustrating the performances of various algorithm/problem combinations are given via a CD-ROM.

Chapter 11, by far the longest, gives a survey of preconditioning techniques. These range from the old idea of polynomial preconditioning via SOR and ILU preconditioning to methods like SpAI, AInv and the multigrid methods that were developed specifically for use with parallel computers. Chapter 12 is devoted to dual algorithms like Orthores and the reverse algorithms of Hegedus. Finally certain ancillary matters like reduction to Hessenberg form, Chebychev polynomials and the companion matrix are described in a series of appendices.

Â· comprehensive and unified approach
Â· up-to-date chapter on preconditioners
Â· complete theory of stability
Â· includes dual and reverse methods
Â· comparison of algorithms on CD-ROM
Â· objective assessment of algorithms

Clifford (Geometric) Algebras With Applications in Physics, Mathematics, and Engineering

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Good compilation

Clifford (Geometric) Algebras With Applications in Physics, Mathematics, and Engineering
William E. Baylis
Manufacturer: Birkhäuser Boston
ProductGroup: Book
Binding: Hardcover

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ASIN: 0817638687

Customer Reviews:

Good compilation.......2001-12-24

This book, a compilation of 33 articles covering many different aspects and applications of Clifford algebras, can be read profitably by anyone desiring an overview of their history, theory, and applications. I did not read every article, and space also prohibits such a comprehensive review, so I will comment only on the ones that I actually studied.

Chapter introduces Clifford algebras as an extension of the real numbers to include vectors and vector products. The familiar representation in Euclidean space is outlined, with emphasis on the exterior product of two vectors, which, the author points out, is associative (unlike the ordinary cross product). The connection with rotations, reflections, and volume elements is pointed out, and the complex numbers and the Pauli algebra are shown to be Clifford algebras.

A short history of Clifford algebras is given in chapter 2. The reader not familiar with Clifford algebras should have no trouble following the ensuing discussion where some elementary geometric constructions are given of the Clifford algebra on the Euclidean plane. In addition, the operator approach to Weyl, Majorana, and Dirac operators is given, illustrating in detail their connection to physics. Recognizing that the Fierz identities do not by themselves give the Weyl and Majorana spinors, the author introduces what he calls the boomerang method for their construction. The boomerang is essentially a linear combination of bilinear covariants for a spinor, and the author details the conditions under which the spinor can be reconstructed. Interestingly, and unknown to me at the time of reading this chapter, the author constructs a new class of spinors, the "flag-dipole" spinors, that are different from the Weyl, Majorana, and Dirac spinors.

The author of chapter 3 considers the construction of Clifford algebras from a more geometric viewpoint, calling them geometric algebras, which he motivates by the consideration of extending the reals by a unipotent ( a number not equal to +1 or -1 but whose square is 1). The resulting unipodal numbers are isomorphic to the diagonal 2 x 2 matrices. The extension of the unipodal numbers so as to make this isomorphism to the full 2 x 2 matrix algebra leads to Clifford algebras.

In Chapter 9, the spacetime algebra is brought in to study electron physics. The "space-time algebra" or STA is used to characterize the observables associated with Pauli and Dirac spinors. The material presented is standard in physics, wherein the Green's function (propagator) for the Dirac equation is given, along with scattering theory. The typical problem of scattering off a potential barrier of finite width is discussed, along with the Klein paradox.

The space-time algebra is also discussed in the context of the interpretation of quantum mechanics in Chapter 11. The authors really do not add anything new here (in terms of what one might consider "strange" behavior in quantum physics). They interpret Dirac currents as measurable quantities, avoiding seemingly any notion of wave packet collapse and difficulties with defining tunneling time(s), but not answering at all how to measure these currents. In addition, the Pauli principle is interepreted in the context of space-time algebra, without any quantum field theory. Howerver, it is not shown that such an approach satisfies cluster decomposition, casting suspicion on its utility.

In Chapters 21, 22, and 23 the author shows how spinors fit into the framework of the Lorentz group, their relationship to the Clifford algebra, and in general relativity. It is shown how the Dirac spinor can be defined in three different ways, namely as an element of the representation space of the Clifford algebra of spacetime, an element of the representation space of the fundamental representation of the Dirac spinor metric-preserving automorphism group of the Clifford algebra, and as an element of the representation space of the fundamental representation of the covering group of the conformal group.

Product Description

Linear Algebra, Geodesy and GPS discusses algorithms, generally expressed in MATLAB, for geodesy and global positioning. Three parts cover basic linear algebra, the application to the (linear and also nonlinear) science of measurement, and the GPS system and its applications. This book has many strengths. It offers a variety of points of view. It is complete, helpful, and you may find an explanation that appeals to you. .A popular article from (June 1997) "The Mathematics of GPS" is included as an introduction. Annotation c. by Book News, Inc., Portland, Or.

Part I: Linear Algebra. Chapter 1: Vectors and Matrices; Chapter 2: Solving Linear Equations; Chapter 3: Vector Spaces and Subspaces; Chapter 4: Orthogonality; Chapter 5: Determinants; Chapter 6: Eigenvalues and Eigenvectors; Chapter 7: Linear Transformations. Part II: Geodesy. Chapter 8: Leveling Networks; Chapter 9: Random Variables and Covariance Matrices; Chapter 10: Nonlinear Problems; Chapter 11: Linear Algebra for Weighted Least Squares; Chapter 12: Constraints for Singular Normal Equations; Chapter 13: Problems with Explicit Solutions. Part III: Global Positioning System (GPS). Chapter 14: Global Positioning System; Chapter 15: Processing of GPS Data; Chapter 16: Random Processes; Chapter 17: Kalman Filters.

Customer Reviews:

Strang and Borre's 'LINEAR ALGEBRA, GEODESY AND GPS'.......2000-01-19

This is an interesting, gently accelerating and useful book on geodesy and GPS that concentrates on space geodetic concepts and algorithms and on the underlying linear algebra. It uses MATLAB, the language of choice for many numerical linear algebraists, to provide sample codes. Many of these codes are of practical utility. This book combines Strang's applied math focus and inimitable writing style (I love it) with Borre's extensive knowledge of physical and geometrical geodesy. Highly recommended!

Introduction to Practical Linear Programming

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Introduction to Practical Linear Programming
David J. Pannell
Manufacturer: Wiley-Interscience
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Binding: Paperback

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ASIN: 0471517895

Book Description

A comprehensive, nonmathematical guide to the practical application of linear programming modelsâfor students and professionals in any field

From finding the least-cost method for manufacturing a given product to determining the most profitable use for a given resource, there are countless practical applications for linear programming models. This self-contained book and disk set provides everything you need to know to apply linear programming to real-world situationsâhow to prepare input, how to interpret output, what to do if the model will not solve, and how to make your results useful and usableâwhile entrusting the hard-core arithmetic to the user-friendly computer package on disk. Written in clear prose that stays away from the complex mathematics underlying the technique, Introduction to Practical Linear Programming contains:

A complete introduction to problem structure, assumptions, applications, and other core concepts
A detailed, step-by-step guide to model construction (from a problem description to a useful model) and interpretation of output
Linear programming examples and exercises from a range of real-life areas, including agriculture, manufacturing, finance, and advertising
Important techniques for troubleshooting and error identification
Procedures for testing how good your model isâhow robust are the results?âand more

System.

Introduction to Vectors and Tensors Volume 1: Linear and Multilinear Algebra (Mathematical Concepts and Methods in Science and Engineering)

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Ray M. Bowen

Introduction to Vectors and Tensors Volume 1: Linear and Multilinear Algebra (Mathematical Concepts and Methods in Science and Engineering)

Manufacturer: Springer
ProductGroup: Book
Binding: Hardcover

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Customer Reviews:

Ray M. Bowen.......2000-01-16

At first, I found this book to be difficult reading. However, after a very serious attempt to discover the Author's intent, I truely began to cheerish the information presented in this book. One day I plan to contact Mr. Bowen, and maybe study with him for a time.

Generalized Linear Models: With Applications in Engineering and the Sciences

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Linear Models

Generalized Linear Models: With Applications in Engineering and the Sciences
Raymond H. Myers
Manufacturer: John Wiley & Sons
ProductGroup: Book
Binding: Hardcover

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ASIN: 0471355739

Book Description

Includes thorough treatment of logistic and Poisson regression.
* Introduction to generalized estimating questions.
* Numerous examples in fields ranging from biology and biopharmaceuticals to engineering and quality assurance.
* Provides guidance in using widely available software to illustrate all aspects of model-fitting, inference, and diagnostic testing.

Customer Reviews:

Linear Models.......2006-07-17

This is a graduate level text that fills in the missing steps that a typical class on linear regression does not cover. Required reading for the Ph.D. student that wants a thorough understanding of linear models. Not for the mathematically week at heart but definitely understandable to engineering and science students at the graduate level.

The Essentials of Linear State-Space Systems

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The Essentials of Linear State-Space Systems
J. Dwight Aplevich
Manufacturer: Wiley
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Binding: Paperback

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Linear System Theory and Design

ASIN: 0471241334

Book Description

Provides a thorough introduction to the properties of linear, time-invariant models of dynamical systems, as required for further work in feedback control system design, power system design and analysis, communications, signal processing, robotics, and simulation. The state-space model is used throughout, since it is a fundamental conceptual tool, although the background analysis applies to other models. Modelling and stability of general nonlinear systems is introduced, with the detailed analysis concentrating on LTI systems.

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