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Bell D., Jacobson D. — Singular Optimal Control Problems (Mathematics in Science and Engineering, Vol. 117)
Bell D., Jacobson D. — Singular Optimal Control Problems (Mathematics in Science and Engineering, Vol. 117)



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Название: Singular Optimal Control Problems (Mathematics in Science and Engineering, Vol. 117)

Авторы: Bell D., Jacobson D.

Аннотация:

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; andmethods 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 particularbranches, 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


Язык: en

Рубрика: Разное/

Статус предметного указателя: Неизвестно

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Год издания: 1975

Количество страниц: 203

Добавлена в каталог: 25.10.2015

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