Recursive Estimation and Time-Series Analysis: An Introduction for the Student a

The Nile on
Recursive Estimation and Time-Series Analysis by Peter C. Young

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.

FORMAT
Hardcover LANGUAGE
English CONDITION
Brand New Publisher Description

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 MatlabTM software environment (see Appendix G). Consequently, the present version of the book 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 MatlabTM and its other book 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 some books in this challenging area of study.

Notes

Intended for undergraduate or Masters students who wish to obtain a grounding in this subject
Written for practitioners in industry
Written for experts in this field

Back Cover

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 by my colleagues and I at Lancaster, for use in the MatlabTM software environment (see Appendix G). Consequently, the present version of the book 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 MatlabTM and its other toolboxes. The book 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 some books in this challenging area of study.

Table of Contents

Introduction.- Part I Recursive Estimation of Parameters in Linear Regression Models.- Recursive Estimation: A Simple Tutorial Introduction.- Recursive Least Squares Estimation.- Recursive Estimation of Time Variable Parameters in Regression Models.- Unobserved Component Models.- Part II Recursive Estimation of Parameters in Transfer Function Models.- Transfer Function Models and the Limitations of Recursive Least Squares.- Optimal Identification and Estimation of Discrete-Time Transfer Function Models.- Optimal Identification and Estimarization of Continuous-Time Transfer Function Models.- Identification of TF models in Closed-Loop.- Real-Time Recursive Parameter Estimation.- Part III Other Topics.- State-Dependent Parameter Estimation.- Data-Based Mechanistic (DBM) modeling.

Review

From the book reviews:"This book is designed as an introductory reference and is written in an elegant and intuitive manner so as to enable students to understand such important and challenging topics as time series, system identification and recursive estimation methods. … The book is highly recommended for the bookshelf of any student or practitioner who is beginning to deal with stochastic modelling, as well as for academics who need to explore methods beyond standard linear regressions for the process under study." (Juan R. Trapero, International Journal of Forecasting, October, 2014)

Review Quote

From the book reviews: "This book is designed as an introductory reference and is written in an elegant and intuitive manner so as to enable students to understand such important and challenging topics as time series, system identification and recursive estimation methods. ... The book is highly recommended for the bookshelf of any student or practitioner who is beginning to deal with stochastic modelling, as well as for academics who need to explore methods beyond standard linear regressions for the process under study." (Juan R. Trapero, International Journal of Forecasting, October, 2014)

Feature

Intended for undergraduate or Masters students who wish to obtain a grounding in this subject Written for practitioners in industry Written for experts in this field

Details ISBN3642219802 Author Peter C. Young Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Year 2011 Edition 2nd ISBN-10 3642219802 ISBN-13 9783642219801 Format Hardcover Imprint Springer-Verlag Berlin and Heidelberg GmbH & Co. K Place of Publication Berlin Country of Publication Germany DEWEY 519.544 Birth 1939 Publication Date 2011-08-04 Short Title RECURSIVE ESTIMATION & TIME-SE Language English Media Book Residence US Subtitle An Introduction for the Student and Practitioner Replaces 9783540136774 Pages 504 DOI 10.1007/978-3-642-21981-8 UK Release Date 2011-08-04 Illustrations XVII, 504 p. Audience Professional & Vocational Edition Description Second Edition 2011 Country of Origin NL Product Class Description Electronics Engineering & Communications Engineering Alternative 9783642219818
We\'ve got this

At The Nile, if you\'re looking for it, we\'ve got it.
With fast shipping, low prices, friendly service and well over a million items - you\'re bound to find what you want, at a price you\'ll love!

TheNile_Item_ID:96287253;