Recursive Estimation and Time-Series Analysis : An Introduction for the Student and Practitioner
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...
Enregistré dans:
| Hovedforfatter: | |
|---|---|
| Format: | Livre numérique |
| Sprog: | Anglais |
| Udgivet: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
2011.
Cham : Springer Nature |
| Online adgang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Kommentar: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Recursive Estimation and Time-Series Analysis, Texte imprimé, 9783642219801 • Recursive Estimation and Time-Series Analysis, Texte imprimé, 9783642219825 • Recursive Estimation and Time-Series Analysis, Texte imprimé, 9783642441295 |
Indholdsfortegnelse:
- 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.