Recursive Estimation and Time-Series Analysis : An Introduction for the Stude...

Recursive Estimation and Time-Series Analysis : An Introduction for the Student and Practitioner, Hardcover by Young, Peter C., ISBN 3642219802, ISBN-13 9783642219801, Like New Used, Free shipping in the US<p>This is a revised version of  the 1984 book of the same name but considerably modified and enlarged to accommodate the developments in recursive estimation and time series analysis that have occurred over the last quarter century. Also over this time, the CAPTAIN Toolbox for recursive estimation and time series analysis has been developed at Lancaster, for use in the Matlab^TM software environment (see Appendix G). Consequently, the present version of th is able to exploit the many computational routines that are contained in this widely available Toolbox, as well as some of the other routines in Matlab^TM and its other toolboxes.</p><p>Th is an introductory one on the topic of recursive estimation and it demonstrates how this approach to estimation, in its various forms, can be an impressive aid to the modelling of stochastic, dynamic systems. It is intended for undergraduate or Masters students who wish to obtain a grounding in this subject; or for practitioners in industry who may have heard of topics dealt with in this book and, while they want to know more about them, may have been deterred by the rather esoteric nature of soms in this challenging area of