2011

Recursive Estimation and Time-Series Analysis

An Introduction for the Student and Practitioner

Authors:

ISBN: 978-3-642-21980-1 (Print) 978-3-642-21981-8 (Online)

Table of contents (12 chapters)

  1. Front Matter

    Pages i-xvii

  2. No Access

    Book Chapter

    Pages 1-9

    Introduction

  3. Recursive Estimation of Parameters in Linear Regression Models

    1. Front Matter

      Pages 11-11

    2. No Access

      Book Chapter

      Pages 13-27

      Recursive Estimation: A Simple Tutorial Introduction

    3. No Access

      Book Chapter

      Pages 29-46

      Recursive Least Squares Estimation

    4. No Access

      Book Chapter

      Pages 47-98

      Recursive Estimation of Time Variable Parameters in Regression Models

    5. No Access

      Book Chapter

      Pages 99-136

      Unobserved Component Models

  4. Recursive Estimation of Parameters in Transfer Function Models

    1. Front Matter

      Pages 137-137

    2. No Access

      Book Chapter

      Pages 139-195

      Transfer Function Models and the Limitations of Recursive Least Squares

    3. No Access

      Book Chapter

      Pages 197-239

      Optimal Identification and Estimation of Discrete-Time Transfer Function Models

    4. No Access

      Book Chapter

      Pages 241-270

      Optimal Identification and Estimation of Continuous-Time Transfer Function Models

    5. No Access

      Book Chapter

      Pages 271-287

      Identification of Transfer Function Models in Closed-Loop

    6. No Access

      Book Chapter

      Pages 289-323

      Real-Time Recursive Parameter Estimation

  5. Other Topics

    1. Front Matter

      Pages 325-325

    2. No Access

      Book Chapter

      Pages 327-355

      State-Dependent Parameter (SDP) Estimation

    3. No Access

      Book Chapter

      Pages 357-381

      Data-Based Mechanistic (DBM) Modelling

  6. Back Matter

    Pages 383-504