The State Space Method
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The State Space Method
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Author : Daniel Alpay
language : en
Publisher: Springer Science & Business Media
Release Date : 2006
The State Space Method written by Daniel Alpay and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Language Arts & Disciplines categories.
The state space method developed in the last decades allows us to study the theory of linear systems by using tools from the theory of linear operators; conversely, it had a strong influence on operator theory introducing new questions and topics. The present volume contains a collection of essays representing some of the recent advances in the state space method. Methods covered include noncommutative systems theory, new aspects of the theory of discrete systems, discrete analogs of canonical systems, and new applications to the theory of Bezoutiants and convolution equations. The articles in the volume will be of interest to pure and applied mathematicians, electrical engineers and theoretical physicists.
Time Series Analysis By State Space Methods
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Author : James Durbin
language : en
Publisher: Oxford University Press
Release Date : 2001-06-21
Time Series Analysis By State Space Methods written by James Durbin and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-06-21 with Business & Economics categories.
State space time series analysis emerged in the 1960s in engineering, but its applications have spread to other fields. Durbin (statistics, London School of Economics and Political Science) and Koopman (econometrics, Free U., Amsterdam) extol the virtues of such models over the main analytical system currently used for time series data, Box-Jenkins' ARIMA. What distinguishes state space time models is that they separately model components such as trend, seasonal, regression elements and disturbance terms. Part I focuses on traditional and new techniques based on the linear Gaussian model. Part II presents new material extending the state space model to non-Gaussian observations. c. Book News Inc.
State Space Methods For Time Series Analysis
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Author : Jose Casals
language : en
Publisher: CRC Press
Release Date : 2018-09-03
State Space Methods For Time Series Analysis written by Jose Casals and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-09-03 with Mathematics categories.
The state-space approach provides a formal framework where any result or procedure developed for a basic model can be seamlessly applied to a standard formulation written in state-space form. Moreover, it can accommodate with a reasonable effort nonstandard situations, such as observation errors, aggregation constraints, or missing in-sample values. Exploring the advantages of this approach, State-Space Methods for Time Series Analysis: Theory, Applications and Software presents many computational procedures that can be applied to a previously specified linear model in state-space form. After discussing the formulation of the state-space model, the book illustrates the flexibility of the state-space representation and covers the main state estimation algorithms: filtering and smoothing. It then shows how to compute the Gaussian likelihood for unknown coefficients in the state-space matrices of a given model before introducing subspace methods and their application. It also discusses signal extraction, describes two algorithms to obtain the VARMAX matrices corresponding to any linear state-space model, and addresses several issues relating to the aggregation and disaggregation of time series. The book concludes with a cross-sectional extension to the classical state-space formulation in order to accommodate longitudinal or panel data. Missing data is a common occurrence here, and the book explains imputation procedures necessary to treat missingness in both exogenous and endogenous variables. Web Resource The authors’ E4 MATLAB® toolbox offers all the computational procedures, administrative and analytical functions, and related materials for time series analysis. This flexible, powerful, and free software tool enables readers to replicate the practical examples in the text and apply the procedures to their own work.
Control System Design
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Author : Bernard Friedland
language : en
Publisher: Courier Corporation
Release Date : 2012-03-08
Control System Design written by Bernard Friedland and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-03-08 with Science categories.
Introduction to state-space methods covers feedback control; state-space representation of dynamic systems and dynamics of linear systems; frequency-domain analysis; controllability and observability; shaping the dynamic response; more. 1986 edition.
State Space Analysis
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Author : LaMar K. Timothy
language : en
Publisher:
Release Date : 1968
State Space Analysis written by LaMar K. Timothy and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1968 with Science categories.
Problems after each chapter
The State Space Method
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Author : Daniel Alpay
language : en
Publisher: Birkhäuser
Release Date : 2009-08-29
The State Space Method written by Daniel Alpay and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-08-29 with Mathematics categories.
Thisvolumeofthe Operator Theory: Advances and Applications series (OTAA) isthe ?rst volume of a new subseries. This subseries is dedicated to connections between the theory of linear operators and the mathematical theory of linear systems and is named Linear Operators and Linear Systems (LOLS).Asthe- isting subseries Advances in Partial Di?erential Equations (ADPE), the new s- series will continue the traditions of the OTAA series and keep the high quality of the volumes. The editors of the new subseries are: Daniel Alpay (Beer–Sheva, - rael), Joseph Ball (Blacksburg, Virginia, USA) and Andr ́ ́ e Ran (Amsterdam, The Netherlands). In the last 25–30 years, Mathematical System Theory developed in an ess- tial way. A large part of this development was connected with the use of the state space method. Let us mention for instance the “theory of H control”. The state ? space method allowed to introduce in system theory the modern tools of matrix and operator theory. On the other hand the state space approach had an imp- tant impact on Algebra, Analysis and Operator Theory. In particular it allowed to solve explicitly some problems from interpolation theory, theory of convolution equations, inverse problems for canonical di?erential equations and their discrete analogs. All these directions are planned to be present in the subseries LOLS. The editors and the publisher are inviting authors to submit their manuscripts for publication in this subseries.
Linear State Space Control Systems
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Author : Robert L. Williams, II
language : en
Publisher: John Wiley & Sons
Release Date : 2007-02-09
Linear State Space Control Systems written by Robert L. Williams, II and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-02-09 with Technology & Engineering categories.
The book blends readability and accessibility common to undergraduate control systems texts with the mathematical rigor necessary to form a solid theoretical foundation. Appendices cover linear algebra and provide a Matlab overivew and files. The reviewers pointed out that this is an ambitious project but one that will pay off because of the lack of good up-to-date textbooks in the area.
Factorization Of Matrix And Operator Functions The State Space Method
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Author : Harm Bart
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-12-20
Factorization Of Matrix And Operator Functions The State Space Method written by Harm Bart and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-12-20 with Mathematics categories.
This book delineates the various types of factorization problems for matrix and operator functions. The problems originate from, or are motivated by, the theory of non-selfadjoint operators, the theory of matrix polynomials, mathematical systems and control theory, the theory of Riccati equations, inversion of convolution operators, and the theory of job scheduling in operations research. The book presents a geometric principle of factorization which has its origins in the state space theory of linear input-output systems and in the theory of characteristic operator functions.
Time Series Analysis By State Space Methods
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Author : James Durbin
language : en
Publisher: OUP Oxford
Release Date : 2012-05-03
Time Series Analysis By State Space Methods written by James Durbin and has been published by OUP Oxford this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-05-03 with Business & Economics categories.
This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis. The distinguishing feature of state space time series models is that observations are regarded as made up of distinct components such as trend, seasonal, regression elements and disturbance terms, each of which is modelled separately. The techniques that emerge from this approach are very flexible and are capable of handling a much wider range of problems than the main analytical system currently in use for time series analysis, the Box-Jenkins ARIMA system. Additions to this second edition include the filtering of nonlinear and non-Gaussian series. Part I of the book obtains the mean and variance of the state, of a variable intended to measure the effect of an interaction and of regression coefficients, in terms of the observations. Part II extends the treatment to nonlinear and non-normal models. For these, analytical solutions are not available so methods are based on simulation.
Advanced State Space Methods For Neural And Clinical Data
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Author : Zhe Chen
language : en
Publisher: Cambridge University Press
Release Date : 2015-10-15
Advanced State Space Methods For Neural And Clinical Data written by Zhe Chen and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-10-15 with Computers categories.
An authoritative and in-depth treatment of state space methods, with a range of applications in neural and clinical data.