Recursive Estimation and Time-Series Analysis

Name: Recursive Estimation and Time-Series Analysis
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783642441295
Price: 374.14 PLN
Availability: InStock

An Introduction for the Student and Practitioner

Autor: Peter C Young

Język:

Oprawa: Miękka

Wydawca: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Dostępność: Dostępna u dostawcy

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374.14 zł

This is a revised version of the 1984 book of the same name but considerably modified and enlarged t...

Informacje o książce

Autor

Peter C Young

Język

Angielski

Oprawa

Książka - Miękka

Data wydania

2014

strony

504

EAN

9783642441295

ISBN

9783642441295

Enbook ID

09161569

Wydawca

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Waga

795

Wymiary

155 x 235 x 27

Pełny opis

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 Matlab TM 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 Matlab TM 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.§§

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Recursive Estimation and Time-Series Analysis

An Introduction for the Student and Practitioner

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