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 : 2006-01-26
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 2006-01-26 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.
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.
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: 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.
A State Space Approach To Canonical Factorization With Applications
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Author : Harm Bart
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-02-09
A State Space Approach To Canonical Factorization With Applications 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 2011-02-09 with Mathematics categories.
The present book deals with canonical factorization of matrix and operator functions that appear in state space form or that can be transformed into such a form. A unified geometric approach is used. The main results are all expressed explicitly in terms of matrices or operators, which are parameters of the state space representation. The applications concern different classes of convolution equations. A large part the book deals with rational matrix functions only.
Applications And Theory Of Petri Nets
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Author : Johan Lilius
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-08-11
Applications And Theory Of Petri Nets written by Johan Lilius 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 2010-08-11 with Computers categories.
This book constitutes the refereed proceedings of the 31st International Conference on Applications and Theory of Petri Nets and Other Models of Concurrency, PETRI NETS 2010, held in Braga, Portugal, in June 2010. The 16 revised papers classified as theory papers (10), application papers (2), and tool papers (4) were carefully reviewed and selected from 50 submissions. All current issues on research and development in the area of Petri nets and related models of concurrent systems are addressed, novel tools as well as substantial enhancements to existing tools are presented.
Stochastic Volatility And The Pricing Of Financial Derivatives
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Author : Antoine Petrus Cornelius van der Ploeg
language : en
Publisher: Rozenberg Publishers
Release Date : 2006
Stochastic Volatility And The Pricing Of Financial Derivatives written by Antoine Petrus Cornelius van der Ploeg and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with categories.
Operator Theory Analysis And The State Space Approach
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Author : Harm Bart
language : en
Publisher: Springer
Release Date : 2018-12-30
Operator Theory Analysis And The State Space Approach written by Harm Bart and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-12-30 with Mathematics categories.
This volume is dedicated to Rien Kaashoek on the occasion of his 80th birthday and celebrates his many contributions to the field of operator theory during more than fifty years. In the first part of the volume, biographical information and personal accounts on the life of Rien Kaashoek are presented. Eighteen research papers by friends and colleagues of Rien Kaashoek are included in the second part. Contributions by J. Agler, Z.A. Lykova, N.J. Young, J.A. Ball, G.J. Groenewald, S. ter Horst, H. Bart, T. Ehrhardt, B. Silbermann, J.M. Bogoya, S.M. Grudsky, I.S. Malysheva, A. Böttcher, E. Wegert, Z. Zhou, Y. Eidelman, I. Haimovici, A.E. Frazho, A.C.M. Ran, B. Fritzsche, B. Kirstein, C.Madler, J. J. Jaftha, D.B. Janse van Rensburg, P. Junghanns, R. Kaiser, J. Nemcova, M. Petreczky, J.H. van Schuppen, L. Plevnik, P. Semrl, A. Sakhnovich, F.-O. Speck, S. Sremac, H.J. Woerdeman, H. Wolkowicz and N. Vasilevski.
Computational Mechanics
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Author : M. W. Yuan
language : en
Publisher: 清华大学出版社有限公司
Release Date : 2004
Computational Mechanics written by M. W. Yuan and has been published by 清华大学出版社有限公司 this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Computer-aided design categories.
Coloured Petri Nets
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Author : Kurt Jensen
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-06-23
Coloured Petri Nets written by Kurt Jensen 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 2009-06-23 with Computers categories.
Coloured Petri Nets (CPN) is a graphical language for modelling and validating concurrent and distributed systems, and other systems in which concurrency plays a major role. The development of such systems is particularly challenging because of inherent intricacies like possible nondeterminism and the immense number of possible execution sequences. In this textbook Jensen and Kristensen introduce the constructs of the CPN modelling language and present the related analysis methods in detail. They also provide a comprehensive road map for the practical use of CPN by showcasing selected industrial case studies that illustrate the practical use of CPN modelling and validation for design, specification, simulation, verification and implementation in various application domains. Their presentation primarily aims at readers interested in the practical use of CPN. Thus all concepts and constructs are first informally introduced through examples and then followed by formal definitions (which may be skipped). The book is ideally suitable for a one-semester course at an advanced undergraduate or graduate level, and through its strong application examples can also serve for self-study. An accompanying website offers additional material such as slides, exercises and project proposals. Book website: http://www.cs.au.dk/CPnets/cpnbook/