The advent of the low-cost microcomputer is of great importance in control systems design,
not only because it allows for greater flexibility and sophistication in the implementation of …

The paper describes a unified, recursive approach to signal processing for nonstationary
time-series. I his approach allows tor all aspects of signal processing, from model …

In the third part of this paper the problem of finding a linear time invariant complete system
which models an observed time series will be continued. However, in this part it will be …

This is a revised version of the 1984 book of the same name but considerably modified and
enlarged to accommodate the developments in recursive estimation and time series …

Estimation can be classified in terms of the quantity to be estimated as parameter estimation
or state/signal estimation. A “parameter” usually refers to a constant (or slowly-varying) …

1iterat. ui-e on large-scale mathematical programming since only duality-type result, s are
used. The final Chapter 8 on-line coordination is concerned with the following problem …

Largely because of the impetus gained during World War II, com-munication and control
engineering have reached a very high level of development today. Many perhaps do not …

Conventional time-series analysis normally involves the batch processing of a fixed block of
data. This is achieved in either: a single set of arithmetic operations, such as the solution of …

During the past decade Régression Analysis has gained wide acceptance as a method for
preparing medium and long range forecasts for time series. However/for a shortterm …

An algorithm is proposed for self-tuning optimal fixed-lag smoothing or filtering for linear
discrete-time multivariable processes. A z-transfer function solution to the discrete …