Title:  Selected Works of Willem van Zwet Volume:  
Author(s): van de Geer S., Wegkamp M. (eds.)  
Series: Selected Works in Probability and Statistics Periodical:  
Publisher: Springer City: Dordrecht
Year: 2012 Edition:  
Language: English Pages: 490
ISBN: 9781461413141, 1461413141 ID: 873221
Time added: 2012-12-29 17:00:00 Time modified: 2013-02-02 05:23:02
Library: kolxoz Library issue: 10
Size: 13 MB (13410533 bytes) Extension: djvu


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; andmethods 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 particularbranches, 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