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Author : H. Wold
Publisher : Elsevier
ISBN 13 : 148329630X
Total Pages : 351 pages
Book Rating : 4.4/5 (832 download)
Download or read book The Fix-Point Approach to Interdependent Systems written by H. Wold and published by Elsevier. This book was released on 2014-06-28 with total page 351 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Fix-Point Approach to Interdependent Systems
Author : Han-Fu Chen
Publisher : CRC Press
ISBN 13 : 1466568844
Total Pages : 431 pages
Book Rating : 4.4/5 (665 download)
Download or read book Recursive Identification and Parameter Estimation written by Han-Fu Chen and published by CRC Press. This book was released on 2014-06-23 with total page 431 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recursive Identification and Parameter Estimation describes a recursive approach to solving system identification and parameter estimation problems arising from diverse areas. Supplying rigorous theoretical analysis, it presents the material and proposed algorithms in a manner that makes it easy to understand—providing readers with the modeling and identification skills required for successful theoretical research and effective application. The book begins by introducing the basic concepts of probability theory, including martingales, martingale difference sequences, Markov chains, mixing processes, and stationary processes. Next, it discusses the root-seeking problem for functions, starting with the classic RM algorithm, but with attention mainly paid to the stochastic approximation algorithms with expanding truncations (SAAWET) which serves as the basic tool for recursively solving the problems addressed in the book. The book not only identifies the results of system identification and parameter estimation, but also demonstrates how to apply the proposed approaches for addressing problems in a range of areas, including: Identification of ARMAX systems without imposing restrictive conditions Identification of typical nonlinear systems Optimal adaptive tracking Consensus of multi-agents systems Principal component analysis Distributed randomized PageRank computation This book recursively identifies autoregressive and moving average with exogenous input (ARMAX) and discusses the identification of non-linear systems. It concludes by addressing the problems arising from different areas that are solved by SAAWET. Demonstrating how to apply the proposed approaches to solve problems across a range of areas, the book is suitable for students, researchers, and engineers working in systems and control, signal processing, communication, and mathematical statistics.
Author : Anders Ågren
Publisher :
ISBN 13 :
Total Pages : 216 pages
Book Rating : 4.:/5 (26 download)
Download or read book Extensions of the Fix-point Method: Theory and Application written by Anders Ågren and published by . This book was released on 1972 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 : Paruchuri R. Krishnaiah
Publisher : Academic Press
ISBN 13 : 1483265137
Total Pages : 429 pages
Book Rating : 4.4/5 (832 download)
Download or read book Multivariate Analysis—III written by Paruchuri R. Krishnaiah and published by Academic Press. This book was released on 2014-05-12 with total page 429 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multivariate Analysis — III contains the proceedings of the Third International Symposium on Multivariate Analysis held at Wright State University in Dayton, Ohio, on June 19-24, 1972. The papers explore the theory and applications of multivariate analysis and cover areas such as time series and stochastic processes; distribution theory and inference; characteristic functions and characterizations; and design and analysis of experiments. Classification, modeling, and reliability are also discussed. Comprised of 27 chapters, this volume begins with an introduction to two-dimensional random fields, giving results for a class of Gaussian processes with a multidimensional time parameter. The next chapter deals with concepts of consistency in spectral estimation for multivariate time series and considers the alternative of estimating the spectral distribution function or the spectral density function. Abstract martingales and ergodic theory are also examined, along with methods for assessing multivariate normality; inference and redundant parameters; characterization of the multivariate geometric distribution; and max-min designs in the analysis of variance. This monograph will be useful to statisticians and probabilists, as well as to scientists in other disciplines who are broadly interested in multivariate analysis.
Author : C.T. Leonides
Publisher : Elsevier
ISBN 13 : 0323152538
Total Pages : 392 pages
Book Rating : 4.3/5 (231 download)
Download or read book Control and Dynamic Systems V19 written by C.T. Leonides and published by Elsevier. This book was released on 2012-12-02 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volume 19: Nonlinear and Kalman Filtering Techniques, Part 1 of 3 covers the advances in the techniques and technology of nonlinear filters and Kalman filters. The book provides a comprehensive treatment of the theory and applications of nonlinear filters and Kalman filters. Chapters are devoted to the discussion of the exact and approximate state estimation techniques for nonlinear dynamic systems; computational efficiencies in the various approaches to filtering techniques; the implementation of filters by the use of microprocessors and distributed processor systems; and practical means for dealing with nonlinearities. Engineers, economists, seismologists, meteorologists, and communications experts will find this book a good reference material.
Author : Malay Ghosh
Publisher : John Wiley & Sons
ISBN 13 : 1118165918
Total Pages : 504 pages
Book Rating : 4.1/5 (181 download)
Download or read book Sequential Estimation written by Malay Ghosh and published by John Wiley & Sons. This book was released on 2011-09-09 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt: The only comprehensive guide to the theory and practice of one oftoday's most important probabilistic techniques The past 15 years have witnessed many significant advances insequential estimation, especially in the areas of three-stage andnonparametric methodology. Yet, until now, there were no referencesdevoted exclusively to this rapidly growing statisticalfield. Sequential Estimation is the first, single-source guide to thetheory and practice of both classical and modern sequentialestimation techniques--including parametric and nonparametricmethods. Researchers in sequential analysis will appreciate theunified, logically integrated treatment of the subject, as well ascoverage of important contemporary procedures not covered in moregeneral sequential analysis texts, such as: * Shrinkage estimation * Empirical and hierarchical Bayes procedures * Multistage sampling and accelerated sampling procedures * Time-sequential estimation * Sequential estimation in finite population sampling * Reliability estimation and capture-recapture methodologiesleading to sequential tagging schemes An indispensable resource for researchers in sequential analysis,Sequential Estimation is an ideal graduate-level text as well.
Author : C.A. van Bochove
Publisher : Springer Science & Business Media
ISBN 13 : 1461342538
Total Pages : 357 pages
Book Rating : 4.4/5 (613 download)
Download or read book Modeling for Government and Business written by C.A. van Bochove and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 357 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume has been composed to commemorate the day, 25 years ago, that Dr. P. J. Verdoorn delivered his inaugural lecture after his appointment as professor of economics at the Netherlands School of Economics at Rotterdam. The prompt and enthusiastic reactions by several members of the profession on our request for a contribution illustrates the fact that Verdoorn is held in high esteem by those who worked with him and those who are acquainted with his work. We thank all the contributors for having helped us to realize our plan to honour Verdoorn with the publication of this 'liber amicorum'. Verdoorn was appointed part time professor of business statistics, market research and marketing in 1952. He held this post until 1969. In that year he started lectures closer related to his work as deputy director of the Central Planning Bureau: general economic research. He became full professor of macro-economic policy in 1975. Verdoorn showed a great versatility in all the fields on which he worked. Without exaggeration he may be characterised as one of the most many-sided economists in the Nether lands. However much the subjects he studied may have varied, the methods he applied show persistent characteristics: theories are formulated to yield testable hypotheses which, when they can be maintained, are made operatio nal for policy purposes. In all these phases of a research program Verdoorn showed a high level of inventivity. A combination of rigour and imagination enabled him to maintain a constant stream of high-quality publications.
Author : S. Bhatnagar
Publisher : Springer
ISBN 13 : 1447142853
Total Pages : 310 pages
Book Rating : 4.4/5 (471 download)
Download or read book Stochastic Recursive Algorithms for Optimization written by S. Bhatnagar and published by Springer. This book was released on 2012-08-11 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Recursive Algorithms for Optimization presents algorithms for constrained and unconstrained optimization and for reinforcement learning. Efficient perturbation approaches form a thread unifying all the algorithms considered. Simultaneous perturbation stochastic approximation and smooth fractional estimators for gradient- and Hessian-based methods are presented. These algorithms: • are easily implemented; • do not require an explicit system model; and • work with real or simulated data. Chapters on their application in service systems, vehicular traffic control and communications networks illustrate this point. The book is self-contained with necessary mathematical results placed in an appendix. The text provides easy-to-use, off-the-shelf algorithms that are given detailed mathematical treatment so the material presented will be of significant interest to practitioners, academic researchers and graduate students alike. The breadth of applications makes the book appropriate for reader from similarly diverse backgrounds: workers in relevant areas of computer science, control engineering, management science, applied mathematics, industrial engineering and operations research will find the content of value.
Author :
Publisher :
ISBN 13 :
Total Pages : 978 pages
Book Rating : 4.X/5 (4 download)
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1975 with total page 978 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Giorgio Pauletto
Publisher : Springer Science & Business Media
ISBN 13 : 1475726317
Total Pages : 175 pages
Book Rating : 4.4/5 (757 download)
Download or read book Computational Solution of Large-Scale Macroeconometric Models written by Giorgio Pauletto and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 175 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is the result of my doctoral dissertation research at the Department of Econometrics of the University of Geneva, Switzerland. This research was also partially financed by the Swiss National Science Foundation (grants 12- 31072.91 and 12-40300.94). First and foremost, I wish to express my deepest gratitude to Professor Manfred Gilli, my thesis supervisor, for his constant support and help. I would also like to thank the president of my jury, Professor Fabrizio Carlevaro, as well as the other members of the jury, Professor Andrew Hughes Hallett, Professor Jean-Philippe Vial and Professor Gerhard Wanner. I am grateful to my colleagues and friends of the Departement of Econometrics, especially David Miceli who provided constant help and kind understanding during all the stages of my research. I would also like to thank Pascale Mignon for proofreading my text and im proving my English. Finally, I am greatly indebted to my parents for their kindness and encourage ments without which I could never have achieved my goals. Giorgio Pauletto Department of Econometrics, University of Geneva, Geneva, Switzerland Chapter 1 Introduction The purpose of this book is to present the available methodologies for the solution of large-scale macroeconometric models. This work reviews classical solution methods and introduces more recent techniques, such as parallel com puting and nonstationary iterative algorithms.
Author : Jan-Bernd Lohmöller
Publisher : Springer Science & Business Media
ISBN 13 : 3642525121
Total Pages : 284 pages
Book Rating : 4.6/5 (425 download)
Download or read book Latent Variable Path Modeling with Partial Least Squares written by Jan-Bernd Lohmöller and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: Partial Least Squares (PLS) is an estimation method and an algorithm for latent variable path (LVP) models. PLS is a component technique and estimates the latent variables as weighted aggregates. The implications of this choice are considered and compared to covariance structure techniques like LISREL, COSAN and EQS. The properties of special cases of PLS (regression, factor scores, structural equations, principal components, canonical correlation, hierarchical components, correspondence analysis, three-mode path and component analysis) are examined step by step and contribute to the understanding of the general PLS technique. The proof of the convergence of the PLS algorithm is extended beyond two-block models. Some 10 computer programs and 100 applications of PLS are referenced. The book gives the statistical underpinning for the computer programs PLS 1.8, which is in use in some 100 university computer centers, and for PLS/PC. It is intended to be the background reference for the users of PLS 1.8, not as textbook or program manual.
Author : Ivan Ivanov
Publisher : BoD – Books on Demand
ISBN 13 : 9535108301
Total Pages : 288 pages
Book Rating : 4.5/5 (351 download)
Download or read book Stochastic Modeling and Control written by Ivan Ivanov and published by BoD – Books on Demand. This book was released on 2012-11-28 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic control plays an important role in many scientific and applied disciplines including communications, engineering, medicine, finance and many others. It is one of the effective methods being used to find optimal decision-making strategies in applications. The book provides a collection of outstanding investigations in various aspects of stochastic systems and their behavior. The book provides a self-contained treatment on practical aspects of stochastic modeling and calculus including applications drawn from engineering, statistics, and computer science. Readers should be familiar with basic probability theory and have a working knowledge of stochastic calculus. PhD students and researchers in stochastic control will find this book useful.
Author : Christopher Jekeli
Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3110784394
Total Pages : 467 pages
Book Rating : 4.1/5 (17 download)
Download or read book Inertial Navigation Systems with Geodetic Applications written by Christopher Jekeli and published by Walter de Gruyter GmbH & Co KG. This book was released on 2023-07-24 with total page 467 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers all aspects of inertial navigation systems (INS), including the sensor technology and the estimation of instrument errors, as well as their integration with Global Navigation Satellite Systems, specifically the Global Positioning System (GPS) for geodetic applications. The text is of interest to geodesists, including surveyors, mappers, and photogrammetrists; to engineers in aviation, navigation, guidance, transportation, and robotics; and to scientists involved in aerogeophysics and remote sensing. The most recent developments are covered with this second edition that also features an updated treatment of the classical material. Detailed mathematical derivations of the principles of measurement and data processing of inertial measurement units for both stabilized and strapdown systems. Complete treatment of the error dynamics from a statistical viewpoint, including the Kalman filter. A self-contained description of GPS with emphasis on kinematic applications. Key concepts supported by illustrations and numerical examples.
Author : Paulo S. R. Diniz
Publisher : Springer Nature
ISBN 13 : 3030290573
Total Pages : 505 pages
Book Rating : 4.0/5 (32 download)
Download or read book Adaptive Filtering written by Paulo S. R. Diniz and published by Springer Nature. This book was released on 2019-11-28 with total page 505 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the fifth edition of this textbook, author Paulo S.R. Diniz presents updated text on the basic concepts of adaptive signal processing and adaptive filtering. He first introduces the main classes of adaptive filtering algorithms in a unified framework, using clear notations that facilitate actual implementation. Algorithms are described in tables, which are detailed enough to allow the reader to verify the covered concepts. Examples address up-to-date problems drawn from actual applications. Several chapters are expanded and a new chapter ‘Kalman Filtering’ is included. The book provides a concise background on adaptive filtering, including the family of LMS, affine projection, RLS, set-membership algorithms and Kalman filters, as well as nonlinear, sub-band, blind, IIR adaptive filtering, and more. Problems are included at the end of chapters. A MATLAB package is provided so the reader can solve new problems and test algorithms. The book also offers easy access to working algorithms for practicing engineers.
Author : Mitsu Okada
Publisher : Springer
ISBN 13 : 3540775056
Total Pages : 373 pages
Book Rating : 4.5/5 (47 download)
Download or read book Advances in Computer Science - ASIAN 2006. Secure Software and Related Issues written by Mitsu Okada and published by Springer. This book was released on 2008-01-25 with total page 373 pages. Available in PDF, EPUB and Kindle. Book excerpt: Running to more than 360 pages, and complete with online files and updates, this book constitutes the thoroughly refereed post-proceedings of the 11th Asian Computing Science Conference, ASIAN 2006, held in Tokyo, Japan. The 17 revised full papers and 8 revised short papers presented together with 1 invited paper were carefully selected during two rounds of reviewing from 115 submissions. The papers cover theory, practice, applications, and experiences related to secure software.
Author : John Launchbury
Publisher : Cambridge University Press
ISBN 13 : 9780521414975
Total Pages : 182 pages
Book Rating : 4.4/5 (149 download)
Download or read book Project Factorisations in Partial Evaluation written by John Launchbury and published by Cambridge University Press. This book was released on 1991-10-24 with total page 182 pages. Available in PDF, EPUB and Kindle. Book excerpt: This thesis covers the theory and practice behind practical evaluation. It explores how programmers write programs in a highly interpretive style without paying the price in efficiency.
