Adaptive Filtering Prediction and Control (Dover Books on by Graham C Goodwin,Kwai Sang Sin PDF

By Graham C Goodwin,Kwai Sang Sin

ISBN-10: 013004069X

ISBN-13: 9780130040695

ISBN-10: 0486469328

ISBN-13: 9780486469324

This unified survey of the idea of adaptive filtering, prediction, and keep an eye on specializes in linear discrete-time platforms and explores the normal extensions to nonlinear structures. in line with the significance of pcs to useful functions, the authors emphasize discrete-time structures. Their method summarizes the theoretical and functional facets of a giant type of adaptive algorithms.
Ideal for complex undergraduate and graduate sessions, this therapy includes components. the 1st part matters deterministic structures, protecting versions, parameter estimation, and adaptive prediction and regulate. the second one half examines stochastic structures, exploring optimum filtering and prediction, parameter estimation, adaptive filtering and prediction, and adaptive keep watch over. broad appendices supply a precis of correct heritage fabric, making this quantity mostly self-contained. Readers will locate that those theories, formulation, and purposes are regarding quite a few fields, together with biotechnology, aerospace engineering, desktop sciences, and electric engineering.

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