Recursive Estimation and Time-Series Analysis

Recursive Estimation and Time-Series Analysis

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This book has grown out of a set of lecture notes prepared originally for a NATO Summer School on qThe Theory and Practice of Systems ModelLing and Identificationq 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 qtheoretical backgroundq handbook for use with the CAPTAIN Computer Package.... Organisation (CSIRO), Australia, Div. of Computing Res., Computing Note 43 ( learners guide to supplement User Manual by WENN, M.W., and DAY, B. (1977)). FRApBERG, C.E. (1970) Introduction to Numerical Analysis, Addison-Wesley: Reading, Mass. ... GAUSS, K.F. (1821, 1823, 1826) Theoria combinationis observationum erroribus minimis obnoxiae, Parts 1, 2 and supplement, ... HAMMERSLEY, J.M., and HANDSCOMB, D.C. (1964) Monte-Carlo Methods, Methuen: London.

Title:Recursive Estimation and Time-Series Analysis
Author:Peter C. Young
Publisher:Springer Science & Business Media - 2012-12-06


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