Adaptive Processes in Economic Systems by Roy E Murphy

Adaptive Processes in Economic Systems by Roy E Murphy
Author :
Publisher : Elsevier
Total Pages : 227
Release :
ISBN-10 : 9780080955261
ISBN-13 : 0080955266
Rating : 4/5 (266 Downloads)

Book Synopsis Adaptive Processes in Economic Systems by Roy E Murphy by : Roy E. Murphy

Download or read book Adaptive Processes in Economic Systems by Roy E Murphy written by Roy E. Murphy and published by Elsevier. This book was released on 2000-04-01 with total page 227 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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


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