Introduction to Stochastic Control Theory (Volume 70) (Mathematics in Science and Engineering, Volume 70) - Hardcover

Hardcover

ISBN 10: 0120656507 ISBN 13: 9780120656509

Publisher: Elsevier Science, 1971

Synopsis

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; andmethods 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 particularbranches, 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

Edition details

• Publisher: Elsevier Science
• Publication date: 1971
• Language: English
• ISBN 10: 0120656507
• ISBN 13: 9780120656509
• Binding: Hardcover
• Number of pages: 322