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9780486469324

Adaptive Filtering Prediction and Control

by ;
  • ISBN13:

    9780486469324

  • ISBN10:

    0486469328

  • Format: Paperback
  • Copyright: 2009-05-21
  • Publisher: Dover Publications

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Supplemental Materials

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Summary

This unified survey focuses on linear discrete-time systems and explores the natural extensions to nonlinear systems. In keeping with the importance of computers to practical applications, the authors emphasize discrete-time systems. Their approach summarizes the theoretical and practical aspects of a large class of adaptive algorithms. 1984 edition.

Table of Contents

Preface
1. Introduction to Adaptive Techniques
Part 1. Deterministic Systems
2. Models for Deterministic Dynamical Systems
3. Parameter Estimation for Deterministic Systems
4. Deterministic Adaptive Prediction
5. Control of Linear Deterministic Systems
6. Adaptive Control of Linear Deterministic Systems
Part 2. Stochastic Systems
7. Optimal Filtering and Prediction
8. Parameter Estimation for Stochastic Dynamic Systems
9. Adaptive Filtering and Prediction
10. Control of Stochastic Systems
11. Adaptive Control of Stochastic Systems
Appendices
A. A Brief Review of Some Results from Systems Theory
B. A Summary of Some Stability Results
C. Passive Systems Theory
D. Probability Theory and Stochastic Processes
E. Matrix Riccati Equations
References
Index
 

Supplemental Materials

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