Dynamic Systems Models: New Methods of Parameter and State Estimation by Josif A. Boguslavskiy
English | PDF,EPUB(Repost) | 2016 | 219 Pages | ISBN : 3319040359 | 5.5 MB
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.