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Dynamic stochastic models from empirical data
Time-series analysis. Stochastic processes. Estimation theory. System analysis. --- Operations Research --- Mathematical Statistics --- Mathematics --- Civil & Environmental Engineering --- Engineering & Applied Sciences --- Physical Sciences & Mathematics --- Time-series analysis. --- Stochastic processes. --- Estimation theory. --- System analysis. --- Network theory --- Systems analysis --- Estimating techniques --- Random processes --- Analysis of time series --- System theory --- Mathematical optimization --- Least squares --- Mathematical statistics --- Stochastic processes --- Probabilities --- Autocorrelation (Statistics) --- Harmonic analysis --- Network analysis --- Network science
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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
Mathematical control systems --- System analysis. --- Time-series analysis --- Estimation theory --- System Analysis --- Time-series analysis. --- Estimation theory. --- Estimating techniques --- Least squares --- Mathematical statistics --- Stochastic processes --- Analysis of time series --- Autocorrelation (Statistics) --- Harmonic analysis --- Probabilities --- Network analysis --- Network science --- Network theory --- Systems analysis --- System theory --- Mathematical optimization --- System analysis --- 519.71 --- 519.71 Control systems theory: mathematical aspects --- Control systems theory: mathematical aspects --- Analyse de systèmes --- Série chronologique --- Théorie de l'estimation --- ELSEVIER-B EPUB-LIV-FT
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