عنوان

Fixed Interval Smoothing for State Space Models

شابک

9781461356806

شابک

9781461516910

شماره

b403193

عنوان اصلي

Fixed Interval Smoothing for State Space Models

نام عام مواد

[Book]

نام نخستين پديدآور

by Howard L. Weinert.

محل نشرو پخش و غیره

Boston, MA :

نام ناشر، پخش کننده و غيره

Imprint: Springer,

تاریخ نشرو بخش و غیره

2001.

عنوان فروست

Springer International Series in Engineering and Computer Science,

مشخصه جلد

609

شاپا ي ISSN فروست

0893-3405 ;

متن يادداشت

Fixed-interval smoothing is a method of extracting useful information from inaccurate data. It has been applied to problems in engineering, the physical sciences, and the social sciences, in areas such as control, communications, signal processing, acoustics, geophysics, oceanography, statistics, econometrics, and structural analysis. This monograph addresses problems for which a linear stochastic state space model is available, in which case the objective is to compute the linear least-squares estimate of the state vector in a fixed interval, using observations previously collected in that interval. The author uses a geometric approach based on the method of complementary models. Using the simplest possible notation, he presents straightforward derivations of the four types of fixed-interval smoothing algorithms, and compares the algorithms in terms of efficiency and applicability. Results show that the best algorithm has received the least attention in the literature. Fixed Interval Smoothing for State Space Models: includes new material on interpolation, fast square root implementations, and boundary value models; is the first book devoted to smoothing; contains an annotated bibliography of smoothing literature; uses simple notation and clear derivations; compares algorithms from a computational perspective; identifies a best algorithm. Fixed Interval Smoothing for State Space Models will be the primary source for those wanting to understand and apply fixed-interval smoothing: academics, researchers, and graduate students in control, communications, signal processing, statistics and econometrics.

شماره استاندارد بين المللي کتاب و موسيقي

9781461356806

عنوان

Springer eBooks

موضوع مستند نشده

Computer engineering.

موضوع مستند نشده

Engineering.

موضوع مستند نشده

Statistics.

مستند نام اشخاص تاييد نشده

Weinert, Howard L.

مستند نام تنالگان تاييد نشده

SpringerLink (Online service)

تاريخ عمليات

20190301082000.0

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y