By
Anatoli Torokhti, School of Mathematics and Statistics, University of South Australia, Mawson Lakes, SA 5095, Australia
Phil Howlett, School of Mathematics and Statistics, University fo South Australia, Mawson Lakes, SA, Australia
Description
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.
Included in series
Mathematics in Science and Engineering
Audience:
This book is intended for:Applied mathematicians and Electrical engineersAnd:Statisticians
