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 specializes in linear discrete-time platforms and explores the average extensions to nonlinear platforms. in accordance with the significance of desktops to functional purposes, the authors emphasize discrete-time platforms. Their procedure summarizes the theoretical and functional points of a big classification of adaptive algorithms.
Ideal for complex undergraduate and graduate sessions, this remedy comprises elements. the 1st part issues deterministic platforms, overlaying versions, parameter estimation, and adaptive prediction and keep watch over. the second one half examines stochastic structures, exploring optimum filtering and prediction, parameter estimation, adaptive filtering and prediction, and adaptive keep an eye on. broad appendices supply a precis of appropriate historical past fabric, making this quantity mostly self-contained. Readers will locate that those theories, formulation, and functions are with regards to various fields, together with biotechnology, aerospace engineering, machine sciences, and electric engineering.

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