Dynamic Systems Models

New Methods of Parameter and State Estimation

Authors: Boguslavskiy, Josif A.

Editors: Borodovsky, Mark (Ed.)

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  • Lays down a new method of solving inverse problems equations with weaker requirements than existing methods
  • Reinforces basic principles and demonstrates methodical efficiency using non-trivial applied examples
  • Relevant to many applications from bioinformatics through aerodynamics to financial mathematics
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eBook $109.00
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  • ISBN 978-3-319-04036-3
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Hardcover $149.99
price for USA in USD
  • ISBN 978-3-319-04035-6
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  • Usually dispatched within 3 to 5 business days.
Softcover $149.99
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  • ISBN 978-3-319-79141-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

This monograph is an exposition of a novel method for solving inverse problems, a method of parameter estimation for time series data collected from simulations of real experiments. These time series might be generated by measuring the dynamics of aircraft in flight, by the function of a hidden Markov model used in bioinformatics or speech recognition or when analyzing the dynamics of asset pricing provided by the nonlinear models of financial mathematics.
Dynamic Systems Models demonstrates the use of algorithms based on polynomial approximation which have weaker requirements than already-popular iterative methods. Specifically, they do not require a first approximation of a root vector and they allow non-differentiable elements in the vector functions being approximated.
The text covers all the points necessary for the understanding and use of polynomial approximation from the mathematical fundamentals, through algorithm development to the application of the method in, for instance, aeroplane flight dynamics or biological sequence analysis. The technical material is illustrated by the use of worked examples and methods for training the algorithms are included.
Dynamic Systems Models provides researchers in aerospatial engineering, bioinformatics and financial mathematics (as well as computer scientists interested in any of these fields) with a reliable and effective numerical method for nonlinear estimation and solving boundary problems when carrying out control design. It will also be of interest to academic researchers studying inverse problems and their solution.

Table of contents (9 chapters)

Table of contents (9 chapters)
  • Linear Estimators of a Random Parameter Vector

    Boguslavskiy, Josif A.

    Pages 1-18

  • Basis of the Method of Polynomial Approximation

    Boguslavskiy, Josif A.

    Pages 19-28

  • Polynomial Approximation and Optimization of Control

    Boguslavskiy, Josif A.

    Pages 29-44

  • Polynomial Approximation Technique Applied to Inverse Vector-Function

    Boguslavskiy, Josif A.

    Pages 45-70

  • Identification of Parameters of Nonlinear Dynamic Systems; Smoothing, Filtration, Forecasting of State Vectors

    Boguslavskiy, Josif A.

    Pages 71-108

Buy this book

eBook $109.00
price for USA in USD (gross)
  • ISBN 978-3-319-04036-3
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $149.99
price for USA in USD
  • ISBN 978-3-319-04035-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $149.99
price for USA in USD
  • ISBN 978-3-319-79141-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Dynamic Systems Models
Book Subtitle
New Methods of Parameter and State Estimation
Authors
Editors
  • Mark Borodovsky
Copyright
2016
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
eBook ISBN
978-3-319-04036-3
DOI
10.1007/978-3-319-04036-3
Hardcover ISBN
978-3-319-04035-6
Softcover ISBN
978-3-319-79141-8
Edition Number
1
Number of Pages
XX, 201
Topics