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...

Table of Contents:

• 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.