{"product_id":"fixed-interval-smoothing-for-state-space-models-von-howard-weinert","title":"Fixed Interval Smoothing for State Space Models","description":"\n                                Fixed-interval smoothing is a method of extracting useful  information from inaccurate data. It has been applied to problems in  engineering, the physical sciences, and the social sciences, in areas  such as control, communications, signal processing, acoustics,  geophysics, oceanography, statistics, econometrics, and structural  analysis. \n                \n                \u003cbr\u003e\n                                  This monograph addresses problems for which a linear stochastic state  space model is available, in which case the objective is to compute  the linear least-squares estimate of the state vector in a fixed  interval, using observations previously collected in that interval.  The author uses a geometric approach based on the method of  complementary models. Using the simplest possible notation, he  presents straightforward derivations of the four types of  fixed-interval smoothing algorithms, and compares the algorithms in  terms of efficiency and applicability. Results show that the best  algorithm has received the least attention in the literature. \n                \n                \u003cbr\u003e\n                                  \n                \n                \u003cem\u003eFixed Interval Smoothing for State Space Models:\u003c\/em\u003e\n                                 \n                \n                \u003cul\u003e\n                                          \n                    \n                    \u003cli\u003e includes new material on interpolation, fast square root  implementations, and boundary value models; \u003c\/li\u003e\n                                          \n                    \n                    \u003cli\u003e is the first book  devoted to smoothing; \u003c\/li\u003e\n                                          \n                    \n                    \u003cli\u003e contains an annotated bibliography of  smoothing literature; \u003c\/li\u003e\n                                          \n                    \n                    \u003cli\u003e uses simple notation and clear  derivations; \u003c\/li\u003e\n                                          \n                    \n                    \u003cli\u003e compares algorithms from a computational  perspective; \u003c\/li\u003e\n                                          \n                    \n                    \u003cli\u003e identifies a best algorithm. \u003c\/li\u003e\n                                          \n                \n                \u003c\/ul\u003e\n                                   \n                \n                \u003cem\u003eFixed\u003c\/em\u003e\n                                  \n                \n                \u003cem\u003eInterval Smoothing for State Space Models\u003c\/em\u003e\n                                 will be the primary  source for those wanting to understand and apply fixed-interval  smoothing: academics, researchers, and graduate students in control,  communications, signal processing, statistics and econometrics.\n            \n            \u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9781461356806\"\u003e\u003ch3\u003e\u003c\/h3\u003e\u003c\/div\u003e","brand":"Libri","offers":[{"title":"Softcover - 9781461356806","offer_id":39415625416797,"sku":"9781461356806","price":106.99,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/666420f6-9114-4e15-b2e3-e48bfb6fa880.jpg?v=1774757271","url":"https:\/\/shop.autorenwelt.de\/products\/fixed-interval-smoothing-for-state-space-models-von-howard-weinert","provider":"Autorenwelt Shop","version":"1.0","type":"link"}