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Sinopsis
This monograph provides a sample of relevant new results on dynamical nonlinear statistical modeling and estimation which forms a basis for more effective signal processing, decision and control. While the research literature is rich in linear Gaussian methodologies, new contributions to the most relevant area of nonlinear and non-Gaussian processes have been scarce. Among the significant areas of application for which such methodologies are needed are: economics, biology, immunology, underwater acoustics, electric power generation, chemical process control, and variable structure systems in general. The latter include adaptive, intelligent, and decomposing mathematical structures or processes. The volume includes ten research papers on theory, computational methods, and applications. Topics include filtering with application to inertial navigation, structural-change detection, bilinear time-series models, bispectral estimation, threshold models, catastrophic models and a generalized eigenstructure method.
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This monograph provides a sample of relevant new results on dynamical nonlinear statistical modeling and estimation which forms a basis for more effective signal processing, decision and control. While the research literature is rich in linear Gaussian methodologies, new contributions to the most relevant area of nonlinear and non-Gaussian processes have been scarce. Among the significant areas of application for which such methodologies are needed are: economics, biology, immunology, underwater acoustics, electric power generation, chemical process control, and variable structure systems in general. The latter include adaptive, intelligent, and decomposing mathematical structures or processes. The volume includes ten research papers on theory, computational methods, and applications. Topics include filtering with application to inertial navigation, structural-change detection, bilinear time-series models, bispectral estimation, threshold models, catastrophic models and a generalized eigenstructure method.
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Nonlinear time series and signal processing.
Librería: Antiquariat Bookfarm, Löbnitz, Alemania
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Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. GOOD conditon, some traces of use. Sf 149 3540188614 Sprache: Englisch Gewicht in Gramm: 550. Nº de ref. del artículo: 2087861
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Nonlinear Time Series and Signal Processing (Lecture Notes in Control and Information Sciences, 106)
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Nonlinear Time Series and Signal Processing
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Springer Berlin Heidelberg, 1988
ISBN 10: 3540188614
ISBN 13: 9783540188612
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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This monograph provides a sample of relevant new results on dynamical nonlinear statistical modeling and estimation which forms a basis for more effective signal processing, decision and control. While the research literature is rich in linear Gaussian methodologies, new contributions to the most relevant area of nonlinear and non-Gaussian processes have been scarce. Among the significant areas of application for which such methodologies are needed are: economics, biology, immunology, underwater acoustics, electric power generation, chemical process control, and variable structure systems in general. The latter include adaptive, intelligent, and decomposing mathematical structures or processes. The volume includes ten research papers on theory, computational methods, and applications. Topics include filtering with application to inertial navigation, structural-change detection, bilinear time-series models, bispectral estimation, threshold models, catastrophic models and a generalized eigenstructure method. Nº de ref. del artículo: 9783540188612
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Nonlinear Time Series and Signal Processing
Publicado por
Springer Berlin Heidelberg, 1988
ISBN 10: 3540188614
ISBN 13: 9783540188612
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Tapa blanda
Librería: moluna, Greven, Alemania
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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This monograph provides a sample of relevant new results on dynamical nonlinear statistical modeling and estimation which forms a basis for more effective signal processing, decision and control. While the research literature is rich in linear Gaussian meth. Nº de ref. del artículo: 4883939
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Nonlinear Time Series and Signal Processing (Lecture Notes in Control and Information Sciences, 106)
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Nonlinear Time Series and Signal Processing (Lecture Notes in Control and Information Sciences)
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Paperback. Condición: New. Nº de ref. del artículo: 6666-IUK-9783540188612
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Nonlinear Time Series and Signal Processing (Lecture Notes in Control and Information Sciences)
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Paperback. Condición: Brand New. 160 pages. 9.60x6.60x0.50 inches. In Stock. Nº de ref. del artículo: x-3540188614
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Nonlinear Time Series and Signal Processing
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Springer Berlin Heidelberg, Springer Berlin Heidelberg Mär 1988, 1988
ISBN 10: 3540188614
ISBN 13: 9783540188612
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Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
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Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This monograph provides a sample of relevant new results on dynamical nonlinear statistical modeling and estimation which forms a basis for more effective signal processing, decision and control. While the research literature is rich in linear Gaussian methodologies, new contributions to the most relevant area of nonlinear and non-Gaussian processes have been scarce. Among the significant areas of application for which such methodologies are needed are: economics, biology, immunology, underwater acoustics, electric power generation, chemical process control, and variable structure systems in general. The latter include adaptive, intelligent, and decomposing mathematical structures or processes. The volume includes ten research papers on theory, computational methods, and applications. Topics include filtering with application to inertial navigation, structural-change detection, bilinear time-series models, bispectral estimation, threshold models, catastrophic models and a generalized eigenstructure method.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 160 pp. Englisch. Nº de ref. del artículo: 9783540188612
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Nonlinear Time Series and Signal Processing
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Springer Berlin Heidelberg Mrz 1988, 1988
ISBN 10: 3540188614
ISBN 13: 9783540188612
Nuevo
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This monograph provides a sample of relevant new results on dynamical nonlinear statistical modeling and estimation which forms a basis for more effective signal processing, decision and control. While the research literature is rich in linear Gaussian methodologies, new contributions to the most relevant area of nonlinear and non-Gaussian processes have been scarce. Among the significant areas of application for which such methodologies are needed are: economics, biology, immunology, underwater acoustics, electric power generation, chemical process control, and variable structure systems in general. The latter include adaptive, intelligent, and decomposing mathematical structures or processes. The volume includes ten research papers on theory, computational methods, and applications. Topics include filtering with application to inertial navigation, structural-change detection, bilinear time-series models, bispectral estimation, threshold models, catastrophic models and a generalized eigenstructure method. 160 pp. Englisch. Nº de ref. del artículo: 9783540188612
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Nonlinear Time Series and Signal Processing (Lecture Notes in Control and Information Sciences, 106)
Librería: Lucky's Textbooks, Dallas, TX, Estados Unidos de America
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Condición: New. Nº de ref. del artículo: ABLIING23Mar3113020161885
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