Recursive Estimation and Time-Series Analysis An Introduction for the Student and Practitioner /

• Main Author: Young, Peter C. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2011.
• Subjects: Engineering.; Probabilities.; Statistics.; Vibration.; Dynamical systems.; Dynamics.; Control engineering.; Electrical engineering.; Control.; Probability Theory and Stochastic Processes.; Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.; Communications Engineering, Networks.; Vibration, Dynamical Systems, Control.

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...