Statistical Decision Theory in Adaptive Control Systems by Yoshikazu Sawaragi, Yoshfumi Sunahara and Takayoshi Nakamizo

Statistical Decision Theory in Adaptive Control Systems by Yoshikazu Sawaragi, Yoshfumi Sunahara and Takayoshi Nakamizo
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322
By:"Yoshikazu Sawaragi","Takayoshi Nakamizo","Yoshifumi Sunahara"
"Mathematics"
Published on 1967-01-01 by Elsevier

Evaluation Functions and Solutions in Statistical 4.1 4.2 4.3 4.4 4.5 4.6 \u003cb\u003eDecision\u003c/b\u003e \u003cbr\u003e\n\u003cb\u003eTheory Introductory\u003c/b\u003e Remarks Basic Assumptions General Formulation of \u003cbr\u003e\nEvaluation Functions in \u003cb\u003eDecision\u003c/b\u003e Problems Solutions of \u003cb\u003eDecision\u003c/b\u003e Problems by \u003cbr\u003e\nthe Bayes ...

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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

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