Karl J. Astrom
Introduction to Stochastic Control Theory (Mathematics in Science and Engineering, Volume 70)
# ISBN 13: 9780120656509

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

*"synopsis" may belong to another edition of this title.*

Published by
Academic Press
(1970)

ISBN 10: 0120656507
ISBN 13: 9780120656509

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Hardcover
Quantity Available: 1

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**Book Description **Academic Press, 1970. Book Condition: New. Brand New, Unread Copy in Perfect Condition. A+ Customer Service! 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. Bookseller Inventory # ABE_book_new_0120656507

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Published by
Academic Press

ISBN 10: 0120656507
ISBN 13: 9780120656509

New
Hardcover
Quantity Available: 1

Seller

Rating

**Book Description **Academic Press. Hardcover. Book Condition: New. 0120656507 New Condition. Bookseller Inventory # NEW4.0039768

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Published by
Academic Press
(1970)

ISBN 10: 0120656507
ISBN 13: 9780120656509

New
Hardcover
Quantity Available: 1

Seller

Rating

**Book Description **Academic Press, 1970. Hardcover. Book Condition: New. 1. Bookseller Inventory # DADAX0120656507

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Published by
Academic Press
(1970)

ISBN 10: 0120656507
ISBN 13: 9780120656509

New
Hardcover
Quantity Available: 3

Seller

Rating

**Book Description **Academic Press, 1970. Hardcover. Book Condition: New. Bookseller Inventory # P110120656507

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