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Filtering and system identification are powerful techniques for building models of complex systems. This 2007 book discusses the design of reliable numerical methods to retrieve missing information in models derived using these techniques. Emphasis is on the least squares approach as applied to the linear state-space model, and problems of increasing complexity are analyzed and solved within this framework, starting with the Kalman filter and concluding with the estimation of a full model, noise statistics and state estimator directly from the data. Key background topics, including linear matrix algebra and linear system theory, are covered, followed by different estimation and identification methods in the state-space model. With end-of-chapter exercises, MATLAB simulations and numerous illustrations, this book will appeal to graduate students and researchers in electrical, mechanical and aerospace engineering. It is also useful for practitioners. Additional resources for this title, including solutions for instructors, are available online at www.cambridge.org/9780521875127.

Filters (Mathematics) --- System identification. --- Filtres (Mathématiques) --- Systèmes, Identification des --- Mathematics --- Identification, System --- System analysis --- Least squares. --- Method of least squares --- Squares, Least --- Curve fitting --- Geodesy --- Mathematical statistics --- Probabilities --- Triangulation

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This richly illustrated book describes the use of interactive and dynamic graphics as part of multidimensional data analysis. Chapters include clustering, supervised classification, and working with missing values. A variety of plots and interaction methods are used in each analysis, often starting with brushing linked low-dimensional views and working up to manual manipulation of tours of several variables. The role of graphical methods is shown at each step of the analysis, not only in the early exploratory phase, but in the later stages, too, when comparing and evaluating models. All examples are based on freely available software: GGobi for interactive graphics and R for static graphics, modeling, and programming. The printed book is augmented by a wealth of material on the web, encouraging readers follow the examples themselves. The web site has all the data and code necessary to reproduce the analyses in the book, along with movies demonstrating the examples. The book may be used as a text in a class on statistical graphics or exploratory data analysis, for example, or as a guide for the independent learner. Each chapter ends with a set of exercises. The authors are both Fellows of the American Statistical Association, past chairs of the Section on Statistical Graphics, and co-authors of the GGobi software. Dianne Cook is Professor of Statistics at Iowa State University. Deborah Swayne is a member of the Statistics Research Department at AT&T Labs.

Programming --- Artificial intelligence. Robotics. Simulation. Graphics --- Mathematical statistics --- Statistics --- Visualization --- Computer graphics --- R (Computer program language) --- Statistique --- Visualisation --- Infographie --- R (Langage de programmation) --- Graphic methods --- Congresses --- Méthodes graphiques --- Congrès --- Computer graphics. --- Graphic methods. --- Mathematical statistics -- Graphic methods. --- R (Computer program language). --- Statistics -- Graphic methods. --- Statistics --Graphic methods. --- Visualization -- Congresses. --- Visualization --Congresses. --- Mathematics --- Physical Sciences & Mathematics --- Mathematical Statistics --- -Visualization --- -R (Computer program language) --- 006.6 --- GNU-S (Computer program language) --- Domain-specific programming languages --- Imagery (Psychology) --- Imagination --- Visual perception --- Statistical analysis --- Statistical data --- Statistical methods --- Statistical science --- Econometrics --- Automatic drafting --- Graphic data processing --- Graphics, Computer --- Computer art --- Graphic arts --- Electronic data processing --- Engineering graphics --- Image processing --- Graphics --- Graphs --- Geometrical drawing --- Least squares --- Mechanical drawing --- Digital techniques --- Diagrams, Statistical --- Statistical diagrams --- Mathematical statistics. --- Data mining. --- Bioinformatics. --- Visualization. --- Statistical Theory and Methods. --- Statistics and Computing/Statistics Programs. --- Data Mining and Knowledge Discovery. --- Curve fitting --- Bio-informatics --- Biological informatics --- Biology --- Information science --- Computational biology --- Systems biology --- Algorithmic knowledge discovery --- Factual data analysis --- KDD (Information retrieval) --- Knowledge discovery in data --- Knowledge discovery in databases --- Mining, Data --- Database searching --- Statistical inference --- Statistics, Mathematical --- Probabilities --- Sampling (Statistics) --- Data processing --- Statistics . --- Mathematics. --- Math --- Science