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Mathematics in Science and Engineering, Volume 20

Adaptive Processes in Economic Systems by Roy E Murphy · Mathematics in Science and Engineering

by Roy E. Murphy

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In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;

methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; and

methods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory.

As a result, the book represents a blend of new methods in general computational analysis,

and specific, but also generic, techniques for study of systems theory ant its particular

branches, such as optimal filtering and information compression.

  • Best operator approximation,
  • Non-Lagrange interpolation,
  • Generic Karhunen-Loeve transform
  • Generalised low-rank matrix approximation
  • Optimal data compression
  • Optimal nonlinear filtering
  • Publication Details

    Publisher:
    Elsevier Science
    Imprint:
    Elsevier Science
    Publication Date:
    2000
    Series:
    Mathematics in Science and Engineering

    Format

    • Adobe PDF eBook 8.9 MB
    Mathematics in Science and Engineering, Volume 20
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