Computational methods for modelling of nonlinear systems:
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Bibliographische Detailangaben
1. Verfasser: Torokhti, A., (Anatoli) (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Amsterdam Elsevier 2007
Ausgabe:1st ed
Schriftenreihe:Mathematics in science and engineering v. 212
Schlagworte:
Online-Zugang:FAW01
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Beschreibung: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
Preface -- Contents -- 1 Overview -- I Methods of Operator Approximation in System Modelling -- 2 Nonlinear Operator Approximation with Preassigned Accuracy -- 2.1 Introduction -- 2.2 Generic formulation of the problem -- 2.3 Operator approximation in space C([0; 1]): -- 2.4 Operator approximation in Banach spaces by polynomial operators -- 2.5 Approximation on compact sets in topological vector spaces -- 2.6 Approximation on noncompact sets in Hilbert spaces -- 2.7 Special results for maps into Banach spaces -- 2.8 Concluding remarks -- 3 Interpolation of Nonlinear Operators 65 -- 3.1 Introduction -- 3.2 Lagrange interpolation in Banach spaces -- 3.3 Weak interpolation of nonlinear operators -- 3.4 Some related results -- 3.5 Concluding remarks -- 4 Realistic Operators and their Approximation -- 4.1 Introduction -- 4.2 Formalization of concepts related to description of real-world objects -- 4.3 Approximation of RŁcontinuous operators -- 4.4 Concluding remarks --
- 5 Methods of Best Approximation for Nonlinear Operators -- 5.1 Introduction -- 5.2 Best Approximation of nonlinear operators in Banach spaces: Deterministic case -- 5.3 Estimation of mean and covariance matrix for random vectors -- 5.4 Best Hadamard-quadratic approximation -- 5.5 Best polynomial approximation -- 5.6 Best causal approximation -- 5.7 Best hybrid approximations -- 5.8 Concluding remarks -- II Optimal Estimation of Random Vectors -- 6 Computational Methods for Optimal Filtering of Stochastic Signals -- 6.1 Introduction -- 6.2 Optimal linear Filtering in Finite dimensional vector spaces -- 6.3 Optimal linear Filtering in Hilbert spaces -- 6.4 Optimal causal linear Filtering with piecewise constant memory -- 6.5 Optimal causal polynomial Filtering with arbitrarily variable memory -- 6.6 Optimal nonlinear Filtering with no memory constraint -- 6.7 Concluding remarks -- 7 Computational Methods for Optimal Compression and -- Reconstruction of Random Data -- 7.1 Introduction --
- 7.2 Standard Principal Component Analysis and Karhunen-Loeeve transform (PCA{KLT) -- 7.3 Rank-constrained matrix approximations -- 7.4 Generic PCA{KLT -- 7.5 Optimal hybrid transform based on Hadamard-quadratic approximation -- 7.6 Optimal transform formed by a combination of nonlinear operators -- 7.7 Optimal generalized hybrid transform -- 7.8 Concluding remarks -- Bibliography -- Index
Includes bibliographical references (p. 379-393) and index
Beschreibung:1 Online-Ressource (xi, 397 p.)
ISBN:0080475388
0444530444
9780080475387
9780444530448
9780750668477

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