[Mathematics in Science and Engineering] Numerical Solution of Ordinary Differential Equations Volume 74 || Index

✍ Scribed by ,

• Book ID: 121725870
• Publisher: Elsevier
• Year: 1971
• Tongue: English
• Weight: 262 KB
• Edition: 2
• Category: Article
• ISBN: 0124366503
• ISSN: 0076-5392
• DOI: 10.1016/S0076-5392(08)63014-3

✦ Synopsis

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