Quadratic form theory and differential equations

• Main Author: Gregory, J. (John)
• Format: eBook Book
• Language: English
• Published: New York Academic Press 1980; Elsevier Science & Technology; Elsevier Science
• Edition: 1
• Series: Mathematics in science and engineering
• Subjects: Calculus of variations; Differential equations, Partial; Discrete-time systems; Forms, Quadratic
• ISBN: 0123014506; 9780123014504

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