Extensions of Linear-Quadratic Control, Optimization and Matrix Theory (Volume 133) (Mathematics in Science & Engineering, Volume 133)

JACOBSON David, H.:

ISBN 10: 0123787505 / ISBN 13: 9780123787507

Published by Elsevier Science Publishing Co Inc, 2000

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Seiten; 9780123787507.4 Gewicht in Gramm: 1. Seller Inventory # 708127

Bibliographic Details

Title: Extensions of Linear-Quadratic Control, ...

Publisher: Elsevier Science Publishing Co Inc

Publication Date: 2000

Binding: hardcover

Condition: Befriedigend

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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; 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.