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    • Author/Creator:Young, Peter.
    • Title:Recursive Estimation and Time-Series Analysis [electronic resource] : An Introduction / by Peter Young.
    • ISBN:9783642823367
    • Published/Created:Berlin, Heidelberg : Springer Berlin Heidelberg, 1984.
    • Physical Description:1 online resource.
    • Links:https://yale.idm.oclc.org/login?URL=http://dx.doi.org/10.1007/978-3-642-82336-7
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    • Local Notes:Access is available to the Yale community.
    • Access and use:Access restricted by licensing agreement.
    • Summary:This is a revised version of  the 1984 book of the same name but considerably modified and enlarged to accommodate all the developments in recursive estimation and time series analysis that have occurred over the last quarter century. Also over this time, the CAPTAIN Toolbox for recursive estimation and time series analysis has been developed by my colleagues and I at Lancaster, for use in the MatlabTM software environment (see Appendix G). Consequently, the present version of the book is able to exploit the many computational routines that are contained in this widely available Toolbox, as well as some of the other routines in Matlab and its other toolboxes.<p>The book is an introductory one on the topic of recursive estimation and itdemonstrates how this approach to estimation, in its various forms, can be an impressive aid to the modelling of stochastic, dynamic systems. It is intended for undergraduate or Masters students who wish to obtain a grounding in this subject; or for practitioners in industry who may have heard of topics dealt with in this book and, while they want to know more about them, may have been deterred by the rather esoteric nature of some books in this challenging area of study. </p><p> </p>
    • Variant and related titles:Springer ebooks.
    • Other formats:Printed edition:
    • Format:Book
    • Series:Communications and Control Engineering Series,
      Communications and Control Engineering Series,
    • Subjects:Engineering.
    • Also listed under:SpringerLink (Online service)