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Author : Susanti Lianto
Publisher :
ISBN 13 :
Total Pages : 414 pages
Book Rating : 4.:/5 (219 download)
Download or read book Recursive Estimation in the General Linear Model written by Susanti Lianto and published by . This book was released on 1986 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Peter C. Young
Publisher : Springer Science & Business Media
ISBN 13 : 364282336X
Total Pages : 315 pages
Book Rating : 4.6/5 (428 download)
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.
Author : Peter C. Young
Publisher : Springer Science & Business Media
ISBN 13 : 3642219810
Total Pages : 505 pages
Book Rating : 4.6/5 (422 download)
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.
Author : R. D. Snyder
Publisher :
ISBN 13 : 9780867466171
Total Pages : 21 pages
Book Rating : 4.4/5 (661 download)
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:
Author : Johannes Ledolter
Publisher :
ISBN 13 :
Total Pages : 18 pages
Book Rating : 4.:/5 (227 download)
Download or read book A Recursive Approach to Parameter Estimation in Regression and Time Series Models written by Johannes Ledolter and published by . This book was released on 1978 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper discusses the recursive (on line) estimation of parameters in regression and autoregressive integrated moving average (ARIMA) time series models. The approach which is adopted uses Kalman filtering techniques to calculate estimates recursively. This approach can be used for the case of constant as well as time varying parameters. In the first section the linear regression model is considered and recursive estimates of the parameters, both for constant and time varying parameters, are discussed. Since the stochastic model for the parameters over time will be rarely known, simplifying assumptions have to be made. In particular a random walk as a model for time varying parameters is assumed and it is shown how one can determine whether the parameters are constant or changing over time. In the second section the recursive estimation of parameters in ARIMA models is considered. If moving average terms are present, the model has to be linearized and the Extended Kalman Filter can be used to recursively update the parameter estimates. The first order moving average model is discussed in detail. (Author).
Author : R. D. Snyder
Publisher :
ISBN 13 : 9780867467130
Total Pages : 8 pages
Book Rating : 4.4/5 (671 download)
Download or read book Recursive Estimation of Restricted Linear Regression Models written by R. D. Snyder and published by . This book was released on 1985 with total page 8 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Giovanni Petris
Publisher : Springer Science & Business Media
ISBN 13 : 0387772383
Total Pages : 258 pages
Book Rating : 4.3/5 (877 download)
Download or read book Dynamic Linear Models with R written by Giovanni Petris and published by Springer Science & Business Media. This book was released on 2009-06-12 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: State space models have gained tremendous popularity in recent years in as disparate fields as engineering, economics, genetics and ecology. After a detailed introduction to general state space models, this book focuses on dynamic linear models, emphasizing their Bayesian analysis. Whenever possible it is shown how to compute estimates and forecasts in closed form; for more complex models, simulation techniques are used. A final chapter covers modern sequential Monte Carlo algorithms. The book illustrates all the fundamental steps needed to use dynamic linear models in practice, using R. Many detailed examples based on real data sets are provided to show how to set up a specific model, estimate its parameters, and use it for forecasting. All the code used in the book is available online. No prior knowledge of Bayesian statistics or time series analysis is required, although familiarity with basic statistics and R is assumed.
Author : Lennart Ljung
Publisher : MIT Press (MA)
ISBN 13 :
Total Pages : 564 pages
Book Rating : 4.3/5 (91 download)
Download or read book Theory and Practice of Recursive Identification written by Lennart Ljung and published by MIT Press (MA). This book was released on 1985 with total page 564 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a comprehensive and systematic framework for developing, describing, and analyzing such recursive algorithms.
Author : Knut Kristian Aase
Publisher :
ISBN 13 :
Total Pages : 334 pages
Book Rating : 4.:/5 (29 download)
Download or read book Recursive Estimation in Time Series Models written by Knut Kristian Aase and published by . This book was released on 1979 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Debasis Sengupta
Publisher : World Scientific
ISBN 13 : 9789812564900
Total Pages : 652 pages
Book Rating : 4.5/5 (649 download)
Download or read book Linear Models written by Debasis Sengupta and published by World Scientific. This book was released on 2003 with total page 652 pages. Available in PDF, EPUB and Kindle. Book excerpt: Linear Models: An Integrated Approach aims to provide a clearand deep understanding of the general linear model using simplestatistical ideas. Elegant geometric arguments are also invoked asneeded and a review of vector spaces and matrices is provided to makethe treatment self-contained.
Author : Thomas Rusch
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (93 download)
Download or read book Recursive Partitioning of Models of a Generalized Linear Model Type written by Thomas Rusch and published by . This book was released on 2012 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Debasis Sengupta
Publisher : World Scientific
ISBN 13 : 9811200424
Total Pages : 773 pages
Book Rating : 4.8/5 (112 download)
Download or read book Linear Models And Regression With R: An Integrated Approach written by Debasis Sengupta and published by World Scientific. This book was released on 2019-07-30 with total page 773 pages. Available in PDF, EPUB and Kindle. Book excerpt: Starting with the basic linear model where the design and covariance matrices are of full rank, this book demonstrates how the same statistical ideas can be used to explore the more general linear model with rank-deficient design and/or covariance matrices. The unified treatment presented here provides a clearer understanding of the general linear model from a statistical perspective, thus avoiding the complex matrix-algebraic arguments that are often used in the rank-deficient case. Elegant geometric arguments are used as needed.The book has a very broad coverage, from illustrative practical examples in Regression and Analysis of Variance alongside their implementation using R, to providing comprehensive theory of the general linear model with 181 worked-out examples, 227 exercises with solutions, 152 exercises without solutions (so that they may be used as assignments in a course), and 320 up-to-date references.This completely updated and new edition of Linear Models: An Integrated Approach includes the following features:
Author : Isabelle Flückiger
Publisher :
ISBN 13 :
Total Pages : 153 pages
Book Rating : 4.:/5 (853 download)
Download or read book Recursive Estimation in General State Space Models written by Isabelle Flückiger and published by . This book was released on 2005 with total page 153 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ronald Christensen
Publisher : Springer Science & Business Media
ISBN 13 : 0387226249
Total Pages : 498 pages
Book Rating : 4.3/5 (872 download)
Download or read book Log-Linear Models and Logistic Regression written by Ronald Christensen and published by Springer Science & Business Media. This book was released on 2006-04-06 with total page 498 pages. Available in PDF, EPUB and Kindle. Book excerpt: The primary focus here is on log-linear models for contingency tables, but in this second edition, greater emphasis has been placed on logistic regression. The book explores topics such as logistic discrimination and generalised linear models, and builds upon the relationships between these basic models for continuous data and the analogous log-linear and logistic regression models for discrete data. It also carefully examines the differences in model interpretations and evaluations that occur due to the discrete nature of the data. Sample commands are given for analyses in SAS, BMFP, and GLIM, while numerous data sets from fields as diverse as engineering, education, sociology, and medicine are used to illustrate procedures and provide exercises. Throughoutthe book, the treatment is designed for students with prior knowledge of analysis of variance and regression.
Author : Karel J. Keesman
Publisher : Springer Science & Business Media
ISBN 13 : 0857295225
Total Pages : 334 pages
Book Rating : 4.8/5 (572 download)
Download or read book System Identification written by Karel J. Keesman and published by Springer Science & Business Media. This book was released on 2011-05-16 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: System Identification shows the student reader how to approach the system identification problem in a systematic fashion. The process is divided into three basic steps: experimental design and data collection; model structure selection and parameter estimation; and model validation, each of which is the subject of one or more parts of the text. Following an introduction on system theory, particularly in relation to model representation and model properties, the book contains four parts covering: • data-based identification – non-parametric methods for use when prior system knowledge is very limited; • time-invariant identification for systems with constant parameters; • time-varying systems identification, primarily with recursive estimation techniques; and • model validation methods. A fifth part, composed of appendices, covers the various aspects of the underlying mathematics needed to begin using the text. The book uses essentially semi-physical or gray-box modeling methods although data-based, transfer-function system descriptions are also introduced. The approach is problem-based rather than rigorously mathematical. The use of finite input–output data is demonstrated for frequency- and time-domain identification in static, dynamic, linear, nonlinear, time-invariant and time-varying systems. Simple examples are used to show readers how to perform and emulate the identification steps involved in various control design methods with more complex illustrations derived from real physical, chemical and biological applications being used to demonstrate the practical applicability of the methods described. End-of-chapter exercises (for which a downloadable instructors’ Solutions Manual is available from fill in URL here) will both help students to assimilate what they have learned and make the book suitable for self-tuition by practitioners looking to brush up on modern techniques. Graduate and final-year undergraduate students will find this text to be a practical and realistic course in system identification that can be used for assessing the processes of a variety of engineering disciplines. System Identification will help academic instructors teaching control-related to give their students a good understanding of identification methods that can be used in the real world without the encumbrance of undue mathematical detail.
Author : Ching-Zong Wei
Publisher : IMS
ISBN 13 : 9780940600683
Total Pages : 314 pages
Book Rating : 4.6/5 (6 download)
Download or read book Time Series and Related Topics written by Ching-Zong Wei and published by IMS. This book was released on 2006 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Harapan Tobing
Publisher :
ISBN 13 :
Total Pages : 316 pages
Book Rating : 4.:/5 (221 download)
Download or read book Recursive Estimation for Multivariate Regression Models written by Harapan Tobing and published by . This book was released on 1992 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt:
