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Recursive Estimation And Time Series Analysis
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Book Synopsis Recursive Estimation and Time-Series Analysis by : Peter C. Young
Download or read book Recursive Estimation and Time-Series Analysis written by Peter C. Young and published by Springer Science & Business Media. This book was released on 2011-08-04 with total page 505 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 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.
Book Synopsis Recursive Estimation and Time-Series Analysis by : Peter C. Young
Download or read book Recursive Estimation and Time-Series Analysis written by Peter C. Young and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book has grown out of a set of lecture notes prepared originally for a NATO Summer School on "The Theory and Practice of Systems ModelLing and Identification" held between the 17th and 28th July, 1972 at the Ecole Nationale Superieure de L'Aeronautique et de L'Espace. Since this time I have given similar lecture courses in the Control Division of the Engineering Department, University of Cambridge; Department of Mechanical Engineering, University of Western Australia; the University of Ghent, Belgium (during the time I held the IBM Visiting Chair in Simulation for the month of January, 1980), the Australian National University, and the Agricultural University, Wageningen, the Netherlands. As a result, I am grateful to all the reci pients of these lecture courses for their help in refining the book to its present form; it is still far from perfect but I hope that it will help the student to become acquainted with the interesting and practically useful concept of recursive estimation. Furthermore, I hope it will stimulate the reader to further study the theoretical aspects of the subject, which are not dealt with in detail in the present text. The book is primarily intended to provide an introductory set of lecture notes on the subject of recursive estimation to undergraduate/Masters students. However, the book can also be considered as a "theoretical background" handbook for use with the CAPTAIN Computer Package.
Book Synopsis Identification of Continuous-Time Systems by : N.K. Sinha
Download or read book Identification of Continuous-Time Systems written by N.K. Sinha and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 641 pages. Available in PDF, EPUB and Kindle. Book excerpt: In view of the importance of system identification, the International Federation of Automatic Control (IFAC) and the International Federation of Operational Research Societies (IFORS) hold symposia on this topic every three years. Interest in continuous time approaches to system identification has been growing in recent years. This is evident from the fact that the of invited sessions on continuous time systems has increased from one in the 8th number Symposium that was held in Beijing in 1988 to three in the 9th Symposium in Budapest in 1991. It was during the 8th Symposium in August 1988 that the idea of bringing together important results on the topic of Identification of continuous time systems was conceived. Several distinguished colleagues, who were with us in Beijing at that time, encouraged us by promising on the spot to contribute to a comprehensive volume of collective work. Subsequently, we contacted colleagues all over the world, known for their work in this area, with a formal request to contribute to the proposed volume. The response was prompt and overwhelmingly encouraging. We sincerely thank all the authors for their valuable contributions covering various aspects of identification of continuous time systems.
Book Synopsis Hydrological Modelling in Arid and Semi-Arid Areas by : Howard Wheater
Download or read book Hydrological Modelling in Arid and Semi-Arid Areas written by Howard Wheater and published by Cambridge University Press. This book was released on 2007-11-22 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt: Arid and semi-arid regions are defined as areas where water is at its most scarce. The hydrological regime in these areas is extreme and highly variable, and they face great pressures to deliver and manage freshwater resources. However, there is no guidance on the decision support tools that are needed to underpin flood and water resource management in arid areas. UNESCO initiated the Global network for Water and Development Information for arid lands (GWADI), and arranged a workshop of the world's leading experts to discuss these issues. This book presents chapters from contributors to the workshop, and includes case studies from the world's major arid regions to demonstrate model applications, and web links to tutorials and state-of-the-art modelling software. This volume is a valuable reference for researchers and engineers working on the water resources of arid and semi-arid regions.
Book Synopsis Developments in Time Series Analysis by : T. Subba Rao
Download or read book Developments in Time Series Analysis written by T. Subba Rao and published by CRC Press. This book was released on 1993-07-01 with total page 466 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains 27 papers, written by time series analysts, dealing with statistical theory, methodology and applications. The emphasis is on the recent developments in the analysis of linear, onlinear (non-Gaussian), stationary and nonstationary time series. The topics include cointegration, estimation and asymptotic theory, Kalman filtering, nonparametric statistical inference, long memory models, nonlinear models, spectral analysis of stationary and nonstationary processes. Quite a number of papers are devoted to modelling and analysis of real time series, and the econometricians, mathematical statisticians, communications engineers and scientists who use time series techniques and Fourier analysis should find the papers in this volume useful.
Book Synopsis System-Theoretic Methods in Economic Modelling II by : S. Mittnik
Download or read book System-Theoretic Methods in Economic Modelling II written by S. Mittnik and published by Elsevier. This book was released on 2014-06-28 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: System-Theoretic Methods in Economic Modelling II complements the editor's earlier volume, bringing together current research efforts integrating system-theoretic concepts with economic modelling processes. The range of papers presented here goes beyond the long-accepted control-theoretic contributions in dynamic optimization and focuses on system-theoretic methods in the construction as well as the application stages of economic modelling. This volume initiates new and intensifies existing debate between researchers and practitioners within and across the disciplines involved, with the objective of encouraging interdisciplinary research. The papers are split into four sections - estimation, filtering and smoothing problems in the context of state space modelling; applying the state space concept to financial modelling; modelling rational expectation; and a miscellaneous section including a follow-up case study by Tse and Khilnani on their integrated system model for a fishery management process, which featured in the first volume.
Book Synopsis Recursive Estimation of Dynamic Linear Models by : R. D. Snyder
Download or read book Recursive Estimation of Dynamic Linear Models written by R. D. Snyder and published by . This book was released on 1984 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Statistics in Volcanology by : Heidy M. Mader
Download or read book Statistics in Volcanology written by Heidy M. Mader and published by Geological Society of London. This book was released on 2006 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistics in Volcanology is a comprehensive guide to modern statistical methods applied in volcanology written by today's leading authorities. The volume aims to show how the statistical analysis of complex volcanological data sets, including time series, and numerical models of volcanic processes can improve our ability to forecast volcanic eruptions. Specific topics include the use of expert elicitation and Bayesian methods in eruption forecasting, statistical models of temporal and spatial patterns of volcanic activity, analysis of time series in volcano seismology, probabilistic hazard assessment, and assessment of numerical models using robust statistical methods. Also provided are comprehensive overviews of volcanic phenomena, and a full glossary of both volcanological and statistical terms. Statistics in Volcanology is essential reading for advanced undergraduates, graduate students, and research scientists interested in this multidisciplinary field.
Book Synopsis Control and Dynamic Systems V30: Advances in Algorithms and Computational Techniques in Dynamic System Control Part 3 of 3 by : C.T. Leonides
Download or read book Control and Dynamic Systems V30: Advances in Algorithms and Computational Techniques in Dynamic System Control Part 3 of 3 written by C.T. Leonides and published by Elsevier. This book was released on 2012-12-02 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: Control and Dynamic Systems: Advances in Theory in Applications, Volume 30: Advances in Algorithms and Computational Techniques in Dynamic Systems Control, Part 3 of 3 discusses developments in algorithms and computational techniques for control and dynamic systems. This volume begins with the issue of decision making or optimal control in the natural environment. It then discusses large-scale systems composed of multiple sensors; algorithms for systems with multiplicative noise; stochastic differential games; Markovian targets; low-cost microcomputer and true digital control systems; and algorithms for the design of teleoperated systems. This book is an important reference for practitioners in the field who want a comprehensive source of techniques with significant applied implications.
Book Synopsis Bayesian Analysis in Statistics and Econometrics by : Donald A. Berry
Download or read book Bayesian Analysis in Statistics and Econometrics written by Donald A. Berry and published by John Wiley & Sons. This book was released on 1996 with total page 610 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a definitive work that captures the current state of knowledge of Bayesian Analysis in Statistics and Econometrics and attempts to move it forward. It covers such topics as foundations, forecasting inferential matters, regression, computation and applications.
Book Synopsis Methods of Environmental Data Analysis by : C. N. Hewitt
Download or read book Methods of Environmental Data Analysis written by C. N. Hewitt and published by Springer. This book was released on 2012-12-06 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: ENVIRONMENTAL MANAGEMENT SERIES The current expansion of both public and scientific interest in environ mental issues has not been accompanied by a commensurate production of adequate books, and those which are available are widely variable in approach and depth. The Environmental Management Series has been established with a view to co-ordinating a series of volumes dealing with each topic within the field in some depth. It is hoped that this Series will provide a uniform and quality coverage and that, over a period of years, it will build up to form a library of reference books covering most of the major topics within this diverse field. It is envisaged that the books will be of single, or dual authorship, or edited volumes as appropriate for respective topics. The level of presentation will be advanced, the books being aimed primarily at a research/consultancy readership. The coverage will include all aspects of environmental science and engineering pertinent to manage ment and monitoring of the natural and man-modified environment, as well as topics dealing with the political. t:conomic, legal and social con siderations pertaining to environmental management.
Book Synopsis CONTROL SYSTEMS, ROBOTICS AND AUTOMATION – Volume V by : Heinz Unbehauen
Download or read book CONTROL SYSTEMS, ROBOTICS AND AUTOMATION – Volume V written by Heinz Unbehauen and published by EOLSS Publications. This book was released on 2009-10-11 with total page 558 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Encyclopedia of Control Systems, Robotics, and Automation is a component of the global Encyclopedia of Life Support Systems EOLSS, which is an integrated compendium of twenty one Encyclopedias. This 22-volume set contains 240 chapters, each of size 5000-30000 words, with perspectives, applications and extensive illustrations. It is the only publication of its kind carrying state-of-the-art knowledge in the fields of Control Systems, Robotics, and Automation and is aimed, by virtue of the several applications, at the following five major target audiences: University and College Students, Educators, Professional Practitioners, Research Personnel and Policy Analysts, Managers, and Decision Makers and NGOs.
Book Synopsis River Flow Modelling and Forecasting by : D.A. Kraijenhoff
Download or read book River Flow Modelling and Forecasting written by D.A. Kraijenhoff and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 375 pages. Available in PDF, EPUB and Kindle. Book excerpt: Advances in computer technology, in the technology of communication and in mathematical modelling of processes in the hydrological cycle have recently improved our potential to protect ourselves against damage through floods and droughts and to control quantities and qualities in our water systems. This development was demonstrated in a 1983 post-experience course at Wageningen University where an international group of experts reviewed successful modelling techniques and described the design and operation of a number of forecasting and control systems in drainage basins and river reaches of various sizes and under various geographical and climat ological conditions. A special effort was made to bridge the gap between theory and practice; case studies showed that each forecasting system was designed to meet a set of specific requirements and they illustrated that the forecasting system can only be expected to operate reliably if, on the one hand, it is based on sound theoretical concepts and methods and if, on the other hand, it is robust so that, also under adverse conditions, it will continue to collect and process the necessary input data and produce correct and timely signals. We were pleased to meet with encouragement for preserving the course material and making it available to a wider public. This was effected by the team of authorf who elaborated, updated and harmonized the materia in two stages; first into an issue of our university department and finally into the manuscript of this book.
Book Synopsis Identification of Continuous-time Models from Sampled Data by : Hugues Garnier
Download or read book Identification of Continuous-time Models from Sampled Data written by Hugues Garnier and published by Springer Science & Business Media. This book was released on 2008-03-13 with total page 413 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first book dedicated to direct continuous-time model identification for 15 years. It cuts down on time spent hunting through journals by providing an overview of much recent research in an increasingly busy field. The CONTSID toolbox discussed in the final chapter gives an overview of developments and practical examples in which MATLAB® can be used for direct time-domain identification of continuous-time systems. This is a valuable reference for a broad audience.
Book Synopsis A Companion to Economic Forecasting by : Michael P. Clements
Download or read book A Companion to Economic Forecasting written by Michael P. Clements and published by John Wiley & Sons. This book was released on 2008-04-15 with total page 616 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Companion to Economic Forecasting provides an accessible and comprehensive account of recent developments in economic forecasting. Each of the chapters has been specially written by an expert in the field, bringing together in a single volume a range of contrasting approaches and views. Uniquely surveying forecasting in a single volume, the Companion provides a comprehensive account of the leading approaches and modeling strategies that are routinely employed.
Book Synopsis Environmental Foresight and Models by : M.B. Beck
Download or read book Environmental Foresight and Models written by M.B. Beck and published by Elsevier. This book was released on 2002-03-20 with total page 490 pages. Available in PDF, EPUB and Kindle. Book excerpt: Policy-makers and the public, it has famously been said, are more interested in the possibility of non-linear dislocations and surprises in the behaviour of the environment than in smooth extrapolations of current trends. The International Task Force in Forecasting Environmental Change (1993-1998) dedicated its work to developing procedures of model building capable of addressing our palpable concerns for substantial change in the future. This volume discusses the immense challenges that such structural change presents - that the behaviour of the environment may become radically different from that observed in the past - and investigates the potentially profound implications for model development. Drawing upon case histories from the Great Lakes, acidic atmospheric deposition and, among others, the urban ozone problem, this discourse responds to a new agenda of questions. For example: "What system of 'radar' might we design to detect threats to the environment lying just beyond the 'horizon'?" and "Are the seeds of structural change identifiable within the record of the recent past?" Meticulously researched by leading environmental modellers, this milestone volume engages vigorously with its subject and offers an animated account of how models can begin to take into consideration the significant threats and uncertainties posed by structural change.
Book Synopsis Rainfall-Runoff Modelling by : Keith J. Beven
Download or read book Rainfall-Runoff Modelling written by Keith J. Beven and published by John Wiley & Sons. This book was released on 2012-01-30 with total page 489 pages. Available in PDF, EPUB and Kindle. Book excerpt: Rainfall-Runoff Modelling: The Primer, Second Edition is the follow-up of this popular and authoritative text, first published in 2001. The book provides both a primer for the novice and detailed descriptions of techniques for more advanced practitioners, covering rainfall-runoff models and their practical applications. This new edition extends these aims to include additional chapters dealing with prediction in ungauged basins, predicting residence time distributions, predicting the impacts of change and the next generation of hydrological models. Giving a comprehensive summary of available techniques based on established practices and recent research the book offers a thorough and accessible overview of the area. Rainfall-Runoff Modelling: The Primer Second Edition focuses on predicting hydrographs using models based on data and on representations of hydrological process. Dealing with the history of the development of rainfall-runoff models, uncertainty in mode predictions, good and bad practice and ending with a look at how to predict future catchment hydrological responses this book provides an essential underpinning of rainfall-runoff modelling topics. Fully revised and updated version of this highly popular text Suitable for both novices in the area and for more advanced users and developers Written by a leading expert in the field Guide to internet sources for rainfall-runoff modelling software
