Computational methods for modelling of nonlinear systems /
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-Lagrang...
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| Format: | eBook |
| Language: | English |
| Published: |
Amsterdam ; Boston :
Elsevier,
2007.
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| Edition: | 1st ed. |
| Series: | Mathematics in science and engineering ;
v. 212. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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. |
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| Physical Description: | 1 online resource (xi, 397 pages) : illustrations (some color) |
| Bibliography: | Includes bibliographical references (pages 379-393) and index. |
| ISBN: | 9780080475387 0080475388 9786611003906 6611003908 |
| ISSN: | 0076-5392 ; |