Computational Methods for Modeling of Nonlinear Systems: 212 (Mathematics in Science and Engineering): 212 (Mathematics in Science and Engineering)

Anatoli Torokhti,Phil Howlett

ISBN 10: 0444530444 / ISBN 13: 9780444530448

Editore: Elsevier Science 2007-03-02, 2007

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Codice articolo 6666-ELS-9780444530448

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Titolo: Computational Methods for Modeling of ...

Casa editrice: Elsevier Science 2007-03-02

Data di pubblicazione: 2007

Legatura: Hardcover

Condizione: New

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Riassunto:

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; and methods 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 particular branches, 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