Overview
- Intended for undergraduate or Masters students who wish to obtain a grounding in this subject
- Written for practitioners in industry
- Written for experts in this field
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Table of contents (12 chapters)
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Recursive Estimation of Parameters in Linear Regression Models
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Recursive Estimation of Parameters in Transfer Function Models
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Other Topics
About this book
This 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 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.
Reviews
From the book reviews:
“This book is designed as an introductory reference and is written in an elegant and intuitive manner so as to enable students to understand such important and challenging topics as time series, system identification and recursive estimation methods. … The book is highly recommended for the bookshelf of any student or practitioner who is beginning to deal with stochastic modelling, as well as for academics who need to explore methods beyond standard linear regressions for the process under study.” (Juan R. Trapero, International Journal of Forecasting, October, 2014)Authors and Affiliations
Bibliographic Information
Book Title: Recursive Estimation and Time-Series Analysis
Book Subtitle: An Introduction for the Student and Practitioner
Authors: Peter C. Young
DOI: https://doi.org/10.1007/978-3-642-21981-8
Publisher: Springer Berlin, Heidelberg
eBook Packages: Engineering, Engineering (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2011
Hardcover ISBN: 978-3-642-21980-1Published: 04 August 2011
Softcover ISBN: 978-3-642-44129-5Published: 28 November 2014
eBook ISBN: 978-3-642-21981-8Published: 04 August 2011
Edition Number: 2
Number of Pages: XVII, 504
Topics: Control and Systems Theory, Probability Theory and Stochastic Processes, Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences, Communications Engineering, Networks, Vibration, Dynamical Systems, Control