Computational Methods for Modeling of Nonlinear Systems, Volume 127 (Mathematics in Science and Engineering)

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Название:Computational Methods for Modeling of Nonlinear Systems, Volume 127 (Mathematics in Science and Engineering)

Автор: Anatoli Torokhti, Phil Howlett

Издательство: Elsevier Science

ISBN: 0121614506

Дата издания:1976-02-26

Страниц: 322

Язык:Английский

Формат:PDF

Размер: 11.6 Mb

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