000			03142nam a2200301za04500
001			17687
008			050703s2011 gw eng d
020			_a9783642219818 99783642219818
082			_a629.8 _b223
100			_aYoung, Peter C. _eauthor. _935663
245			_aRecursive Estimation and Time-Series Analysis _h[electronic resource]: _bAn Introduction for the Student and Practitioner / _cby Peter C. Young.
300			_aXVIII, 502p. 132 illus. _bonline resource.
505			_aIntroduction -- Part I Recursive Estimation of Parameters in Linear Regression Models -- Recursive Estimation: A Simple Tutorial Introduction -- Recursive Least Squares Estimation -- Recursive Estimation of Time Variable Parameters in Regression Models -- Unobserved Component Models -- Part II Recursive Estimation of Parameters in Transfer Function Models -- Transfer Function Models and the Limitations of Recursive Least Squares -- Optimal Identification and Estimation of Discrete-Time Transfer Function Models -- Optimal Identification and Estimarization of Continuous-Time Transfer Function Models -- Identification of TF models in Closed-Loop -- Real-Time Recursive Parameter Estimation -- Part III Other Topics -- State-Dependent Parameter Estimation -- Data-Based Mechanistic (DBM) modeling.
520			_aThis is a revised version of the 1984 book of the same name but considerably modified and enlarged to accommodate the developments in recursive estimation and time series analysis that have occurred over the last quarter century. Also over this time, the CAPTAIN Toolbox for recursive estimation and time series analysis has been developed by my colleagues and I at Lancaster, for use in the MatlabTM software environment (see Appendix G). Consequently, the present version of the book is able to exploit the many computational routines that are contained in this widely available Toolbox, as well as some of the other routines in MatlabTM and its other toolboxes. The book is an introductory one on the topic of recursive estimation and it demonstrates how this approach to estimation, in its various forms, can be an impressive aid to the modelling of stochastic, dynamic systems. It is intended for undergraduate or Masters students who wish to obtain a grounding in this subject; or for practitioners in industry who may have heard of topics dealt with in this book and, while they want to know more about them, may have been deterred by the rather esoteric nature of some books in this challenging area of study.
650			_aEngineering. _996
650			_aEngineering. _996
650			_aControl. _924383
650			_935445 _aCOMPLEX NETWORKS
650			_933908 _aPROBABILITY TEORY AND STOCHASTIC PROCESSES
650			_933907 _aDISTRIBUTION (PROBABILITY THEORY)
650			_933627 _aCOMMUNICATIONS ENGINEERING, NETWORKS
650			_934016 _aVIBRATION
650			_934016 _aVIBRATION
650			_930656 _aTELECOMUNICACIÓN
710			_aSpringerLink (Online service) _9111
856			_uhttp://springer.escuelaing.metaproxy.org/book/10.1007/978-3-642-21981-8 _yir a documento _qURL
942			_2ddc _cCF
999			_c14312 _d14312