Volume 39. Statistical Decision Theory in Adaptive Control Systems by Yoshikazu Sawaragi, Yoshfumi Sunahara and Takayoshi Nakamizo

1st Edition


  • Yoshikazu Sawaragi
  • Takayoshi Nakamizo
  • Yoshifumi Sunahara
  • 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.

    Key Features

    - Best operator approximation, - Non-Lagrange interpolation, - Generic Karhunen-Loeve transform - Generalised low-rank matrix approximation - Optimal data compression - Optimal nonlinear filtering


    This book is intended for: Applied mathematicians and Electrical engineers And: Statisticians

    Table of Contents

    1 Overview
    I Methods of Operator Approximation in System Modelling
    2 Nonlinear Operator Approximation with Preassigned Accuracy
    2.1 Introduction
    2.2 Generic formulation of the problem
    2.3 Operator approximation in space C([0; 1]):
    2.4 Operator approximation in Banach spaces by polynomial operators
    2.5 Approximation on compact sets in topological vector spaces
    2.6 Approximation on noncompact sets in Hilbert spaces
    2.7 Special results for maps into Banach spaces
    2.8 Concluding remarks
    3 Interpolation of Nonlinear Operators 65
    3.1 Introduction
    3.2 Lagrange interpolation in Banach spaces
    3.3 Weak interpolation of nonlinear operators
    3.4 Some related results
    3.5 Concluding remarks
    4 Realistic Operators and their Approximation
    4.1 Introduction
    4.2 Formalization of concepts related to description of real-world objects
    4.3 Approximation of R¡continuous operators
    4.4 Concluding remarks
    5 Methods of Best Approximation for Nonlinear Operators
    5.1 Introduction
    5.2 Best Approximation of nonlinear operators in Banach spaces: Deterministic case
    5.3 Estimation of mean and covariance matrix for random vectors
    5.4 Best Hadamard-quadratic approximation
    5.5 Best polynomial approximation
    5.6 Best causal approximation
    5.7 Best hybrid approximations
    5.8 Concluding remarks
    II Optimal Estimation of Random Vectors
    6 Computational Methods for Optimal Filtering of Stochastic Signals
    6.1 Introd


    No. of pages:
    © 1967
    Elsevier Science
    Print ISBN:
    Electronic ISBN:

    About the editors

    Yoshikazu Sawaragi

    Affiliations and Expertise

    Department of Applied Mathematics and Physics Kyoto University, Kyoto, Japan

    Takayoshi Nakamizo

    Affiliations and Expertise

    Department of Mechanical Enrineering Defense Academy of Japan Yokusuka, Japan

    Yoshifumi Sunahara

    Affiliations and Expertise

    Department of Applied Mathematics and Physics Kyoto University, Kyoto, Japan