Lecture Notes in Economics and Mathematical Systems

Dynamic Feature Space Modelling, Filtering and Self-Tuning Control of Stochastic Systems

A Systems Approach with Economic and Social Applications

Authors: Otter, Pieter W.

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About this book

The literature on systems seems to have been growing almost expo­ nentially during the last decade and one may question whether there is need for another book. In the author's view, most of the literature on 'systems' is either technical in mathematical sense or technical ifF engineering sense (with technical words such as noise, filtering etc. ) and not easily accessible to researchers is other fields, in particular not to economists, econometricians and quantitative researchers in so­ cial sciences. This is unfortunate, because achievements in the rather 'young' science of system theory and system engineering are of impor­ tance for modelling, estimation and regulation (control) problems in other branches of science. State space mode~iing; the concept of ob­ servability and controllability; the mathematical formulations of sta­ bility; the so-called canonical forms; prediction error e~timation; optimal control and Kalman filtering are some examples of results of system theory and system engineering which proved to be successful in practice. A brief summary of system theoretical concepts is given in Chapter II where an attempt has been made to translate the concepts in­ to the more 'familiar' language used in econometrics and social sciences by means of examples. By interrelating concepts and results from system theory with those from econometrics and social sciences, the author has attempted to narrow the gap between the more technical sciences such as engi­ neering and social sciences and econometrics, and to contribute to either side.

Table of contents (7 chapters)

Table of contents (7 chapters)

Buy this book

eBook $89.00
price for USA in USD (gross)
  • ISBN 978-3-642-45593-3
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $119.99
price for USA in USD
  • ISBN 978-3-540-15654-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Dynamic Feature Space Modelling, Filtering and Self-Tuning Control of Stochastic Systems
Book Subtitle
A Systems Approach with Economic and Social Applications
Authors
Series Title
Lecture Notes in Economics and Mathematical Systems
Series Volume
246
Copyright
1985
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-45593-3
DOI
10.1007/978-3-642-45593-3
Softcover ISBN
978-3-540-15654-3
Series ISSN
0075-8442
Edition Number
1
Number of Pages
XIV, 184
Topics