Adaptive Filtering Prediction and Control (Dover Books on by Graham C Goodwin,Kwai Sang Sin

By Graham C Goodwin,Kwai Sang Sin

This unified survey of the idea of adaptive filtering, prediction, and keep watch over makes a speciality of linear discrete-time structures and explores the traditional extensions to nonlinear platforms. in line with the significance of pcs to functional purposes, the authors emphasize discrete-time platforms. Their procedure summarizes the theoretical and sensible facets of a big category of adaptive algorithms.
Ideal for complicated undergraduate and graduate sessions, this remedy involves components. the 1st part issues deterministic platforms, protecting types, parameter estimation, and adaptive prediction and keep an eye on. the second one half examines stochastic structures, exploring optimum filtering and prediction, parameter estimation, adaptive filtering and prediction, and adaptive keep watch over. vast appendices supply a precis of suitable history fabric, making this quantity mostly self-contained. Readers will locate that those theories, formulation, and functions are on the topic of various fields, together with biotechnology, aerospace engineering, laptop sciences, and electric engineering.

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