Research Catalog

Title

Computational methods for modelling of nonlinear systems / A. Torokhti, P. Howlett.

Author

Torokhti, A. (Anatoli)

Publication

Amsterdam ; Boston : Elsevier, 2007.

Items in the Library & Off-site

Details

Additional Authors

Howlett, P. G. (Philip G.), 1944-

Description

xi, 397 pages : illustrations (some color); 24 cm.

Summary

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.

Series Statement

Mathematics in science and engineering ; v. 212

Uniform Title

Mathematics in science and engineering ; v. 212.

Alternative Title

Computational methods for modeling of nonlinear systems

Subject

• Nonlinear systems > Mathematical models
• Nonlinear systems > Mathematical models
• Niet-lineaire systemen
• Optimaliseren

Bibliography (note)

• Includes bibliographical references and index.

Contents

Overview -- Methods of operator approximation in system modelling -- Nonlinear operator approximation with preassigned accuracy -- Interpolation of nonlinear operators -- Realistic operators and their approximation -- Methods of best approximation for nonlinear operators -- Optimal estimation of random vectors -- Computational methods for optimal filtering of stochastic signals -- Computational methods for optimal compression and reconstruction of random data.

ISBN

• 9780444530448
• 0444530444

LCCN

2007310358

OCLC

• ocn123111879
• 123111879
• SCSB-9184516

Owning Institutions

Princeton University Library