Tracking and Data Association (Mathematics in Science and Engineering, Vol. 179) (Mathematics in Science and Engineering, Volume 179)

By Thomas E. Fortmann and Yaakov Bar-Shalom

Book Overview

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.

• Format: Hardcover
• Language: English
• ISBN: 0120797607
• ISBN13: 9780120797608
• Release Date: January 1988
• Publisher: Elsevier Science
• Length: 322 Pages
• Weight: 1.50 lbs.
• Dimensions: 6.0" x 9.0"