Nonlinear Estimation

Dr Shovan Bhaumik was born in Kolkata, India, in 1978. He received the B.Sc. degree in Physics in 1999 from Calcutta University, Kolkata, India, the B.Tech degree in Instrumentation and Electronics Engineering in 2002, the Master of Control System Engineering degree in 2004, and the PhD degree in Electrical Engineering in 2009, all from Jadavpur University , Kolkata, India. He is currently Associate Professor of Electrical Engineering Department at Indian Institute of Technology Patna, India. From May 2007 to June 2009, he was a Research Engineer, at GE Global Research, John F Welch Technology Centre, Bangalore, India. From July 2009 to March 2017, he was an Assistant Professor of Electrical Engineering Department at Indian Institute of Technology Patna. Shovan Bhaumik's research interests include nonlinear estimation, statistical signal processing, aerospace and underwater target tracking, networked control systems. He has published more than 20 papers in referred international journals. He is a holder of Young Faculty Research Fellowship (YFRF) award from ministry of Electronics and Information Technology, MeitY, Government of India. Dr Paresh Date was born in 1971 in Mumbai, India. He completed his B.E. in Electronics and Telecommunication in 1993 from Pune University, India, his M.Tech. in Control and Instrumentation in 1995 from the Indian Institute of Technology Bombay (Mumbai), India and his doctoral studies in engineering at Cambridge University in 2001. His studies were funded by the Cambridge Commonwealth Trust (under Cambridge Nehru Fellowship) and the CVCP, UK. He worked as a postdoctoral researcher at the University of Cambridge from 2000 to 2002. He joined Brunel University London in 2002, where he is currently a senior lecturer and Director of Research in the Department of Mathematics. Dr Date's principal research interests include altering and its applications, especially in financial mathematics. He has published more than 50 refereed papers and supervised 10 PhD students to completion as their principal supervisor. His research has been funded by grants from the Engineering and Physical Sciences Research Council, UK, from charitable bodies such as the London Mathematical Society, the Royal Society and from the industry. He has held visiting positions at universities in Australia, Canada and India. He is a Fellow of the Institute of Mathematics and its Applications and an Associate Editor for the IMA Journal of Management Mathematics.

Author Bios. Preface. List of Figures. List of Tables. Abbreviation. Introduction. The Kalman filter and the extended Kalman filter. Unscented Kalman filter. Filters based on cubature and quadrature points. Gauss-Hermite filter. Gaussian sum filter. Quadrature filter with randomly delayed measurements. Continuous-discrete filtering. Case Study. Bibliography. Index.