Adaptive filtering prediction and control /

This unified survey of the theory of adaptive filtering, prediction, and control focuses on linear discrete-time systems and explores the natural extensions to nonlinear systems. In keeping with the importance of computers to practical applications, the authors emphasize discrete-time systems. Their...

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Bibliographic Details
Main Author:	Goodwin, Graham C. (Graham Clifford), 1945-
Corporate Author:	Knovel (Firm)
Other Authors:	Sin, Kwai Sang, 1952-
Format:	eBook
Language:	English
Published:	Englewood Cliffs, N.J. : Prentice-Hall, [1984]
Series:	Prentice-Hall information and system sciences series.
Subjects:	Discrete-time systems. Filters (Mathematics) Prediction theory. Control theory. commande adaptative. équation Riccati. estimation paramètre. système stochastique. système déterministe. théorie commande. filtrage optimal. filtre. prédiction. système temps discret. filtrage adaptatif. modélisation. TECHNOLOGY & ENGINEERING > Electrical. Tijdreeksen. Voorspellingen. Stochastische modellen. Deterministische modellen. Systèmes échantillonnés. Filtres (mathématiques) Commande, Théorie de la. Prévision, Théorie de la. Adaptives System. Kontrolltheorie. Stochastisches System. Complex systems > Adaptive control systems Electronic books.
Online Access:	Connect to the full text of this electronic book

Description
Summary:	This unified survey of the theory of adaptive filtering, prediction, and control focuses on linear discrete-time systems and explores the natural extensions to nonlinear systems. In keeping with the importance of computers to practical applications, the authors emphasize discrete-time systems. Their approach summarizes the theoretical and practical aspects of a large class of adaptive algorithms. Ideal for advanced undergraduate and graduate classes, this treatment consists of two parts. The first section concerns deterministic systems, covering models, parameter estimation, and adaptive prediction and control. The second part examines stochastic systems, exploring optimal filtering and prediction, parameter estimation, adaptive filtering and prediction, and adaptive control. Extensive appendices offer a summary of relevant background material, making this volume largely self-contained. Readers will find that these theories, formulas, and applications are related to a variety of fields, including biotechnology, aerospace engineering, computer sciences, and electrical engineering.
Item Description:	Electronic resource.
Physical Description:	1 online resource (xii, 540 pages) : illustrations.
Format:	Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
Bibliography:	Includes bibliographical references (pages 516-534) and index.
ISBN:	9780486137728 0486137724