Author :
Publisher : Academic Press
ISBN 13 : 0080956092
Total Pages : 237 pages
Book Rating : 4.0/5 (89 download)
Book Synopsis Initial Value Methods for Boundary Value Problems: Theory and Application of Invariant Imbedding by :
Download or read book Initial Value Methods for Boundary Value Problems: Theory and Application of Invariant Imbedding written by and published by Academic Press. This book was released on 1973-08-15 with total page 237 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; andmethods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory.As a result, the book represents a blend of new methods in general computational analysis,and specific, but also generic, techniques for study of systems theory ant its particularbranches, such as optimal filtering and information compression.- Best operator approximation,- Non-Lagrange interpolation,- Generic Karhunen-Loeve transform- Generalised low-rank matrix approximation- Optimal data compression- Optimal nonlinear filtering