Recursive Estimation and Time-Series Analysis

An Introduction

  • Peter Young

Part of the Communications and Control Engineering Series book series (CCE)

Table of contents

  1. Front Matter
    Pages i-xv
  2. Introduction

    1. Peter Young
      Pages 1-7
  3. Recursive Parameter Estimation

  4. Recursive Time-Series Analysis

  5. Back Matter
    Pages 245-300

About this book


This book has grown out of a set of lecture notes prepared originally for a NATO Summer School on "The Theory and Practice of Systems ModelLing and Identification" held between the 17th and 28th July, 1972 at the Ecole Nationale Superieure de L'Aeronautique et de L'Espace. Since this time I have given similar lecture courses in the Control Division of the Engineering Department, University of Cambridge; Department of Mechanical Engineering, University of Western Australia; the University of Ghent, Belgium (during the time I held the IBM Visiting Chair in Simulation for the month of January, 1980), the Australian National University, and the Agricultural University, Wageningen, the Netherlands. As a result, I am grateful to all the reci­ pients of these lecture courses for their help in refining the book to its present form; it is still far from perfect but I hope that it will help the student to become acquainted with the interesting and practically useful concept of recursive estimation. Furthermore, I hope it will stimulate the reader to further study the theoretical aspects of the subject, which are not dealt with in detail in the present text. The book is primarily intended to provide an introductory set of lecture notes on the subject of recursive estimation to undergraduate/Masters students. However, the book can also be considered as a "theoretical background" handbook for use with the CAPTAIN Computer Package.


Analysis Matlab Normal STATISTICA algorithms control data analysis filters information linear regression linearity measurement regression analysis statistics system

Authors and affiliations

  • Peter Young
    • 1
  1. 1.University of LancasterLancaster, Lancs.England

Bibliographic information

  • DOI
  • Copyright Information Springer-Verlag Berlin Heidelberg 1984
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-642-82338-1
  • Online ISBN 978-3-642-82336-7
  • Series Print ISSN 0178-5354
  • Buy this book on publisher's site