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Time Series Analysis

Time Series Analysis PDF Author: Daniel Graupe
Publisher: Krieger Publishing Company
ISBN:
Category : Mathematics
Languages : en
Pages : 456

Book Description
Stochastic convergence theory is reviewed in this text including 33 fundamental martingale and convergence theorems. The book unifies identification theory; adaptive filtering; control and decision, and time series analysis. Examples of practical microcomputer-based applications are included.

Time Series Analysis

Time Series Analysis PDF Author: Daniel Graupe
Publisher: Krieger Publishing Company
ISBN:
Category : Mathematics
Languages : en
Pages : 456

Book Description
Stochastic convergence theory is reviewed in this text including 33 fundamental martingale and convergence theorems. The book unifies identification theory; adaptive filtering; control and decision, and time series analysis. Examples of practical microcomputer-based applications are included.

Adaptive Filtering Prediction and Control

Adaptive Filtering Prediction and Control PDF Author: Graham C Goodwin
Publisher: Courier Corporation
ISBN: 0486137724
Category : Technology & Engineering
Languages : en
Pages : 562

Book Description
This unified survey focuses on linear discrete-time systems and explores natural extensions to nonlinear systems. It emphasizes discrete-time systems, summarizing theoretical and practical aspects of a large class of adaptive algorithms. 1984 edition.

Time Series and Dynamic Models

Time Series and Dynamic Models PDF Author: Christian Gourieroux
Publisher: Cambridge University Press
ISBN: 9780521411462
Category : Business & Economics
Languages : en
Pages : 692

Book Description
In this book Christian Gourieroux and Alain Monfort provide an up-to-date and comprehensive analysis of modern time series econometrics. They have succeeded in synthesising in an organised and integrated way a broad and diverse literature. While the book does not assume a deep knowledge of economics, one of its most attractive features is the close attention it pays to economic models and phenomena throughout. The coverage represents a major reference tool for graduate students, researchers and applied economists. The book is divided into four sections. Section one gives a detailed treatment of classical seasonal adjustment or smoothing methods. Section two provides a thorough coverage of various mathematical tools. Section three is the heart of the book, and is devoted to a range of important topics including causality, exogeneity shocks, multipliers, cointegration and fractionally integrated models. The final section describes the main contribution of filtering and smoothing theory to time series econometric problems.

Introductory Signal Processing

Introductory Signal Processing PDF Author: Roland Priemer
Publisher: World Scientific
ISBN: 9789971509194
Category : Technology & Engineering
Languages : en
Pages : 762

Book Description
A valuable introduction to the fundamentals of continuous and discrete time signal processing, this book is intended for the reader with little or no background in this subject. The emphasis is on development from basic principles. With this book the reader can become knowledgeable about both the theoretical and practical aspects of digital signal processing.Some special features of this book are: (1) gradual and step-by-step development of the mathematics for signal processing, (2) numerous examples and homework problems, (3) evolutionary development of Fourier series, Discrete Fourier Transform, Fourier Transform, Laplace Transform, and Z-Transform, (4) emphasis on the relationship between continuous and discrete time signal processing, (5) many examples of using the computer for applying the theory, (6) computer based assignments to gain practical insight, (7) a set of computer programs to aid the reader in applying the theory.

Introduction to Applied Statistical Signal Analysis

Introduction to Applied Statistical Signal Analysis PDF Author: Richard Shiavi
Publisher: Elsevier
ISBN: 0080467687
Category : Technology & Engineering
Languages : en
Pages : 424

Book Description
Introduction to Applied Statistical Signal Analysis, Third Edition, is designed for the experienced individual with a basic background in mathematics, science, and computer. With this predisposed knowledge, the reader will coast through the practical introduction and move on to signal analysis techniques, commonly used in a broad range of engineering areas such as biomedical engineering, communications, geophysics, and speech. Topics presented include mathematical bases, requirements for estimation, and detailed quantitative examples for implementing techniques for classical signal analysis. This book includes over one hundred worked problems and real world applications. Many of the examples and exercises use measured signals, most of which are from the biomedical domain. The presentation style is designed for the upper level undergraduate or graduate student who needs a theoretical introduction to the basic principles of statistical modeling and the knowledge to implement them practically. Includes over one hundred worked problems and real world applications. Many of the examples and exercises in the book use measured signals, many from the biomedical domain.

Control and Dynamic Systems V57: Multidisciplinary Engineering Systems: Design and Optimization Techniques and Their Application

Control and Dynamic Systems V57: Multidisciplinary Engineering Systems: Design and Optimization Techniques and Their Application PDF Author: C.T. Leonides
Publisher: Academic Press
ISBN: 0323163092
Category : Technology & Engineering
Languages : en
Pages : 508

Book Description
Control and Dynamic Systems: Advances in Theory and Applications, Volume 57: Multidisciplinary Engineering Systems: Design and Optimization Techniques and their Application deals with techniques used in the design and optimization of future engineering systems. Comprised of 11 chapters, this book covers techniques for improving product design quality in multidisciplinary systems. These techniques include decomposition techniques for synthesis process; optimization for aircraft systems; actuator and sensor placement; and robust techniques in system design and control process. Students, research workers, and practising engineers will find this book invaluable.

Journal of Rehabilitation R & D

Journal of Rehabilitation R & D PDF Author:
Publisher:
ISBN:
Category : Prosthesis
Languages : en
Pages : 682

Book Description


Stability and Control of Dynamical Systems with Applications

Stability and Control of Dynamical Systems with Applications PDF Author: Derong Liu
Publisher: Springer Science & Business Media
ISBN: 1461200377
Category : Technology & Engineering
Languages : en
Pages : 459

Book Description
It is with great pleasure that I offer my reflections on Professor Anthony N. Michel's retirement from the University of Notre Dame. I have known Tony since 1984 when he joined the University of Notre Dame's faculty as Chair of the Depart ment of Electrical Engineering. Tony has had a long and outstanding career. As a researcher, he has made im portant contributions in several areas of systems theory and control theory, espe cially stability analysis of large-scale dynamical systems. The numerous awards he received from the professional societies, particularly the Institute of Electrical and Electronics Engineers (IEEE), are a testament to his accomplishments in research. He received the IEEE Control Systems Society's Best Transactions Paper Award (1978), and the IEEE Circuits and Systems Society's Guillemin-Cauer Prize Paper Award (1984) and Myril B. Reed Outstanding Paper Award (1993), among others. In addition, he was a Fulbright Scholar (1992) and received the Alexander von Hum boldt Forschungspreis (Alexander von Humboldt Research Award for Senior U.S. Scientists) from the German government (1997). To date, he has written eight books and published over 150 archival journal papers. Tony is also an effective administrator who inspires high academic standards.

Adaptive Filtering and Change Detection

Adaptive Filtering and Change Detection PDF Author: Fredrik Gustafsson
Publisher: John Wiley & Sons
ISBN:
Category : Science
Languages : en
Pages : 520

Book Description
Adaptive filtering is a branch of digital signal processing which enables the selective enhancement of desired elements of a signal and the reduction of undesired elements. Change detection is another kind of adaptive filtering for non-stationary signals, and is the basic tool in fault detection and diagnosis. This text takes the unique approach that change detection is a natural extension of adaptive filtering, and the broad coverage encompasses both the mathematical tools needed for adaptive filtering and change detection and the applications of the technology. Real engineering applications covered include aircraft, automotive, communication systems, signal processing and automatic control problems. The unique integration of both theory and practical applications makes this book a valuable resource combining information otherwise only available in separate sources Comprehensive coverage includes many examples and case studies to illustrate the ideas and show what can be achieved Uniquely integrates applications to airborne, automotive and communications systems with the essential mathematical tools Accompanying Matlab toolbox available on the web illustrating the main ideas and enabling the reader to do simulations using all the figures and numerical examples featured This text would prove to be an essential reference for postgraduates and researchers studying digital signal processing as well as practising digital signal processing engineers.

Applied Mechanics Reviews

Applied Mechanics Reviews PDF Author:
Publisher:
ISBN:
Category : Mechanics, Applied
Languages : en
Pages : 840

Book Description