Dynamic Systems Models
Josif A. Boguslavskiy
Gebundenes Buch

Dynamic Systems Models

New Methods of Parameter and State Estimation

Herausgegeben: Borodovsky, Mark
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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-popu...