Download The State Space Method PDF

The State Space Method

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Publisher : Springer Science & Business Media
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ISBN 10 : 3764373709
Pages : 292 pages
Rating : 4.6/5 (373 downloads)

Download The State Space Method in PDF Full Online Free by Daniel Alpay and published by Springer Science & Business Media. This book was released on 2006 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: The state space method developed in the last decades allows us to study the theory of linear systems by using tools from the theory of linear operators; conversely, it had a strong influence on operator theory introducing new questions and topics. The present volume contains a collection of essays representing some of the recent advances in the state space method. Methods covered include noncommutative systems theory, new aspects of the theory of discrete systems, discrete analogs of canonical systems, and new applications to the theory of Bezoutiants and convolution equations. The articles in the volume will be of interest to pure and applied mathematicians, electrical engineers and theoretical physicists.

Download State, Space, World PDF

State, Space, World

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Publisher : U of Minnesota Press
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ISBN 10 : 9780816653164
Pages : 343 pages
Rating : 4.5/5 (16 downloads)

Download State, Space, World in PDF Full Online Free by Henri Lefebvre and published by U of Minnesota Press. This book was released on 2009 with total page 343 pages. Available in PDF, EPUB and Kindle. Book excerpt: Making the political aspect of Lefebvre's work available in English for the first time, this book contains essays on philosophy, political theory, state formation, spatial planning, and globalization, as well as provocative reflections on the possibilities and limits of grassroots democracy under advanced capitalism.

Download State-Space Search PDF

State-Space Search

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Publisher : Springer Science & Business Media
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ISBN 10 : 0387988327
Pages : 228 pages
Rating : 4.8/5 (988 downloads)

Download State-Space Search in PDF Full Online Free by Weixiong Zhang and published by Springer Science & Business Media. This book was released on 1999-10-14 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is particularly concerned with heuristic state-space search for combinatorial optimization. Its two central themes are the average-case complexity of state-space search algorithms and the applications of the results notably to branch-and-bound techniques. Primarily written for researchers in computer science, the author presupposes a basic familiarity with complexity theory, and it is assumed that the reader is familiar with the basic concepts of random variables and recursive functions. Two successful applications are presented in depth: one is a set of state-space transformation methods which can be used to find approximate solutions quickly, and the second is forward estimation for constructing more informative evaluation functions.

Download State-space Realisations of Linear 2-D Systems with Extensions to the General ND (n > 2) Case PDF

State-space Realisations of Linear 2-D Systems with Extensions to the General ND (n > 2) Case

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Publisher : Springer Science & Business Media
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ISBN 10 : 185233410X
Pages : 252 pages
Rating : 4.5/5 (334 downloads)

Download State-space Realisations of Linear 2-D Systems with Extensions to the General ND (n > 2) Case in PDF Full Online Free by Krzysztof Galkowski and published by Springer Science & Business Media. This book was released on 2001-01-29 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book demonstrates the newly developed Elementary Operations Algorithm (EOA). This is a systematic method for constructing a range of state-space realizations for 2-D systems. The key achievements of the monograph are as follows: - It provides a research-level introduction to the general area and undertakes a comparative critical review of previous approaches. - It gives a thorough coverage of the theoretical basis of the EOA algorithm. - It demonstrates the effectiveness of the EOA algorithm, for example, through the use of algebraic symbolic computing (using MAPLE), as well as by comparing this method with common alternatives.

Download State / Space PDF

State / Space

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Publisher : John Wiley & Sons
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ISBN 10 : 9780470754719
Pages : 368 pages
Rating : 4.5/5 (71 downloads)

Download State / Space in PDF Full Online Free by Neil Brenner and published by John Wiley & Sons. This book was released on 2008-04-15 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: This groundbreaking, interdisciplinary volume brings together diverse analyses of state space in historical and contemporary capitalism. The first volume to present an accessible yet challenging overview of the changing geographies of state power under capitalism. A unique, interdisciplinary collection of contributions by major theorists and analysts of state spatial restructuring in the current era. Investigates some of the new political spaces that are emerging under contemporary conditions of ‘globalization'. Explores state restructuring on multiple spatial scales, and from a range of theoretical, methodological and empirical perspectives. Covers a range of topical issues in contemporary geographical political economy. Contains case study material on Western Europe, North America and East Asia, as well as parts of Africa and South America.

Download State Space Consistency and Differentiability PDF

State Space Consistency and Differentiability

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Publisher : Springer
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ISBN 10 : 9783319144696
Pages : 72 pages
Rating : 4.4/5 (693 downloads)

Download State Space Consistency and Differentiability in PDF Full Online Free by Demetrios Serakos and published by Springer. This book was released on 2015-01-08 with total page 72 pages. Available in PDF, EPUB and Kindle. Book excerpt: ​By investigating the properties of the natural state, this book presents an analysis of input-output systems with regard to the mathematical concept of state. The state of a system condenses the effects of past inputs to the system in a useful manner. This monograph emphasizes two main properties of the natural state; the first has to do with the possibility of determining the input-output system from its natural state set and the second deals with differentiability properties involving the natural state inherited from the input-output system, including differentiability of the natural state and natural state trajectories. The results presented in this title aid in modeling physical systems since system identification from a state set holds in most models. Researchers and engineers working in electrical, aerospace, mechanical, and chemical fields along with applied mathematicians working in systems or differential equations will find this title useful due to its rigorous mathematics.​

Download State-Space Models PDF

State-Space Models

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Publisher : Springer Science & Business Media
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ISBN 10 : 9781461477891
Pages : 347 pages
Rating : 4.7/5 (891 downloads)

Download State-Space Models in PDF Full Online Free by Yong Zeng and published by Springer Science & Business Media. This book was released on 2013-08-15 with total page 347 pages. Available in PDF, EPUB and Kindle. Book excerpt: State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications in economics and finance. The book includes nonlinear and non-Gaussian time series models, regime-switching and hidden Markov models, continuous- or discrete-time state processes, and models of equally-spaced or irregularly-spaced (discrete or continuous) observations. The contributed chapters are divided into four parts. The first part is on Particle Filtering and Parameter Learning in Nonlinear State-Space Models. The second part focuses on the application of Linear State-Space Models in Macroeconomics and Finance. The third part deals with Hidden Markov Models, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data. The book will appeal to graduate students and researchers studying state-space modeling in economics, statistics, and mathematics, as well as to finance professionals.

Download State-Space Control Systems PDF

State-Space Control Systems

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Publisher : Springer Nature
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ISBN 10 : 9783031018329
Pages : 157 pages
Rating : 4.1/5 (32 downloads)

Download State-Space Control Systems in PDF Full Online Free by Farzin Asadi and published by Springer Nature. This book was released on 2022-06-01 with total page 157 pages. Available in PDF, EPUB and Kindle. Book excerpt: These days, nearly all the engineering problem are solved with the aid of suitable computer packages. This book shows how MATLAB/Simulink could be used to solve state-space control problems. In this book, it is assumed that you are familiar with the theory and concepts of state-space control, i.e., you took or you are taking a course on state-space control system and you read this book in order to learn how to solve state-space control problems with the aid of MATLAB/Simulink. The book is composed of three chapters. Chapter 1 shows how a state-space mathematical model could be entered into the MATLAB/Simulink environment. Chapter 2 shows how a nonlinear system could be linearized around the desired opperating point with the aid of tools provided by MATLAB/Simulink. Finally, Chapter 3 shows how a state-space controller could be designed with the aid MATLAB and be tested with Simulink. The book will be usefull for students and practical engineers who want to design a state-space control system.

Download Automated Parallelization of Discrete State-space Generation PDF

Automated Parallelization of Discrete State-space Generation

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Publisher : DIANE Publishing
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ISBN 10 : 9781428961869
Pages : pages
Rating : 4.6/5 (86 downloads)

Download Automated Parallelization of Discrete State-space Generation in PDF Full Online Free by and published by DIANE Publishing. This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download Time Series Analysis for the State-Space Model with R/Stan PDF

Time Series Analysis for the State-Space Model with R/Stan

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Publisher : Springer Nature
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ISBN 10 : 9789811607110
Pages : 347 pages
Rating : 4.0/5 (117 downloads)

Download Time Series Analysis for the State-Space Model with R/Stan in PDF Full Online Free by Junichiro Hagiwara and published by Springer Nature. This book was released on 2021-08-30 with total page 347 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a comprehensive and concrete illustration of time series analysis focusing on the state-space model, which has recently attracted increasing attention in a broad range of fields. The major feature of the book lies in its consistent Bayesian treatment regarding whole combinations of batch and sequential solutions for linear Gaussian and general state-space models: MCMC and Kalman/particle filter. The reader is given insight on flexible modeling in modern time series analysis. The main topics of the book deal with the state-space model, covering extensively, from introductory and exploratory methods to the latest advanced topics such as real-time structural change detection. Additionally, a practical exercise using R/Stan based on real data promotes understanding and enhances the reader’s analytical capability.

Download State-Space Methods for Time Series Analysis PDF

State-Space Methods for Time Series Analysis

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Publisher : CRC Press
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ISBN 10 : 9781315362601
Pages : 270 pages
Rating : 4.6/5 (6 downloads)

Download State-Space Methods for Time Series Analysis in PDF Full Online Free by Jose Casals and published by CRC Press. This book was released on 2018-09-03 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt: The state-space approach provides a formal framework where any result or procedure developed for a basic model can be seamlessly applied to a standard formulation written in state-space form. Moreover, it can accommodate with a reasonable effort nonstandard situations, such as observation errors, aggregation constraints, or missing in-sample values. Exploring the advantages of this approach, State-Space Methods for Time Series Analysis: Theory, Applications and Software presents many computational procedures that can be applied to a previously specified linear model in state-space form. After discussing the formulation of the state-space model, the book illustrates the flexibility of the state-space representation and covers the main state estimation algorithms: filtering and smoothing. It then shows how to compute the Gaussian likelihood for unknown coefficients in the state-space matrices of a given model before introducing subspace methods and their application. It also discusses signal extraction, describes two algorithms to obtain the VARMAX matrices corresponding to any linear state-space model, and addresses several issues relating to the aggregation and disaggregation of time series. The book concludes with a cross-sectional extension to the classical state-space formulation in order to accommodate longitudinal or panel data. Missing data is a common occurrence here, and the book explains imputation procedures necessary to treat missingness in both exogenous and endogenous variables. Web Resource The authors’ E4 MATLAB® toolbox offers all the computational procedures, administrative and analytical functions, and related materials for time series analysis. This flexible, powerful, and free software tool enables readers to replicate the practical examples in the text and apply the procedures to their own work.

Download State-Space Models with Regime Switching PDF

State-Space Models with Regime Switching

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Publisher : MIT Press
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ISBN 10 : 9780262535502
Pages : 312 pages
Rating : 4.3/5 (55 downloads)

Download State-Space Models with Regime Switching in PDF Full Online Free by Chang-Jin Kim and published by MIT Press. This book was released on 2017-11-03 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: Both state-space models and Markov switching models have been highly productive paths for empirical research in macroeconomics and finance. This book presents recent advances in econometric methods that make feasible the estimation of models that have both features. One approach, in the classical framework, approximates the likelihood function; the other, in the Bayesian framework, uses Gibbs-sampling to simulate posterior distributions from data. The authors present numerous applications of these approaches in detail: decomposition of time series into trend and cycle, a new index of coincident economic indicators, approaches to modeling monetary policy uncertainty, Friedman's "plucking" model of recessions, the detection of turning points in the business cycle and the question of whether booms and recessions are duration-dependent, state-space models with heteroskedastic disturbances, fads and crashes in financial markets, long-run real exchange rates, and mean reversion in asset returns.

Download Multivariate Time Series With Linear State Space Structure PDF

Multivariate Time Series With Linear State Space Structure

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Publisher : Springer
Release Date :
ISBN 10 : 9783319285993
Pages : 541 pages
Rating : 4.8/5 (998 downloads)

Download Multivariate Time Series With Linear State Space Structure in PDF Full Online Free by Víctor Gómez and published by Springer. This book was released on 2016-05-09 with total page 541 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a comprehensive study of multivariate time series with linear state space structure. The emphasis is put on both the clarity of the theoretical concepts and on efficient algorithms for implementing the theory. In particular, it investigates the relationship between VARMA and state space models, including canonical forms. It also highlights the relationship between Wiener-Kolmogorov and Kalman filtering both with an infinite and a finite sample. The strength of the book also lies in the numerous algorithms included for state space models that take advantage of the recursive nature of the models. Many of these algorithms can be made robust, fast, reliable and efficient. The book is accompanied by a MATLAB package called SSMMATLAB and a webpage presenting implemented algorithms with many examples and case studies. Though it lays a solid theoretical foundation, the book also focuses on practical application, and includes exercises in each chapter. It is intended for researchers and students working with linear state space models, and who are familiar with linear algebra and possess some knowledge of statistics.

Download Bayesian Inference of State Space Models PDF

Bayesian Inference of State Space Models

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Publisher : Springer Nature
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ISBN 10 : 9783030761240
Pages : 503 pages
Rating : 4.6/5 (24 downloads)

Download Bayesian Inference of State Space Models in PDF Full Online Free by Kostas Triantafyllopoulos and published by Springer Nature. This book was released on 2021-11-12 with total page 503 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bayesian Inference of State Space Models: Kalman Filtering and Beyond offers a comprehensive introduction to Bayesian estimation and forecasting for state space models. The celebrated Kalman filter, with its numerous extensions, takes centre stage in the book. Univariate and multivariate models, linear Gaussian, non-linear and non-Gaussian models are discussed with applications to signal processing, environmetrics, economics and systems engineering. Over the past years there has been a growing literature on Bayesian inference of state space models, focusing on multivariate models as well as on non-linear and non-Gaussian models. The availability of time series data in many fields of science and industry on the one hand, and the development of low-cost computational capabilities on the other, have resulted in a wealth of statistical methods aimed at parameter estimation and forecasting. This book brings together many of these methods, presenting an accessible and comprehensive introduction to state space models. A number of data sets from different disciplines are used to illustrate the methods and show how they are applied in practice. The R package BTSA, created for the book, includes many of the algorithms and examples presented. The book is essentially self-contained and includes a chapter summarising the prerequisites in undergraduate linear algebra, probability and statistics. An up-to-date and complete account of state space methods, illustrated by real-life data sets and R code, this textbook will appeal to a wide range of students and scientists, notably in the disciplines of statistics, systems engineering, signal processing, data science, finance and econometrics. With numerous exercises in each chapter, and prerequisite knowledge conveniently recalled, it is suitable for upper undergraduate and graduate courses.

Download Linear State-Space Control Systems PDF

Linear State-Space Control Systems

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Publisher : John Wiley & Sons
Release Date :
ISBN 10 : 9780471735557
Pages : 485 pages
Rating : 4.3/5 (558 downloads)

Download Linear State-Space Control Systems in PDF Full Online Free by Robert L. Williams, II and published by John Wiley & Sons. This book was released on 2007-02-09 with total page 485 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book blends readability and accessibility common to undergraduate control systems texts with the mathematical rigor necessary to form a solid theoretical foundation. Appendices cover linear algebra and provide a Matlab overivew and files. The reviewers pointed out that this is an ambitious project but one that will pay off because of the lack of good up-to-date textbooks in the area.

Download State-Space Approaches for Modelling and Control in Financial Engineering PDF

State-Space Approaches for Modelling and Control in Financial Engineering

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Publisher : Springer
Release Date :
ISBN 10 : 9783319528663
Pages : 310 pages
Rating : 4.2/5 (661 downloads)

Download State-Space Approaches for Modelling and Control in Financial Engineering in PDF Full Online Free by Gerasimos G. Rigatos and published by Springer. This book was released on 2017-04-04 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book conclusively solves problems associated with the control and estimation of nonlinear and chaotic dynamics in financial systems when these are described in the form of nonlinear ordinary differential equations. It then addresses problems associated with the control and estimation of financial systems governed by partial differential equations (e.g. the Black–Scholes partial differential equation (PDE) and its variants). Lastly it an offers optimal solution to the problem of statistical validation of computational models and tools used to support financial engineers in decision making. The application of state-space models in financial engineering means that the heuristics and empirical methods currently in use in decision-making procedures for finance can be eliminated. It also allows methods of fault-free performance and optimality in the management of assets and capitals and methods assuring stability in the functioning of financial systems to be established. Covering the following key areas of financial engineering: (i) control and stabilization of financial systems dynamics, (ii) state estimation and forecasting, and (iii) statistical validation of decision-making tools, the book can be used for teaching undergraduate or postgraduate courses in financial engineering. It is also a useful resource for the engineering and computer science community

Download State Space and Unobserved Component Models PDF

State Space and Unobserved Component Models

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Publisher : Cambridge University Press
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ISBN 10 : 052183595X
Pages : 398 pages
Rating : 4.2/5 (835 downloads)

Download State Space and Unobserved Component Models in PDF Full Online Free by James Durbin and published by Cambridge University Press. This book was released on 2004-06-10 with total page 398 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 2004 volume offers a broad overview of developments in the theory and applications of state space modeling. With fourteen chapters from twenty-three contributors, it offers a unique synthesis of state space methods and unobserved component models that are important in a wide range of subjects, including economics, finance, environmental science, medicine and engineering. The book is divided into four sections: introductory papers, testing, Bayesian inference and the bootstrap, and applications. It will give those unfamiliar with state space models a flavour of the work being carried out as well as providing experts with valuable state of the art summaries of different topics. Offering a useful reference for all, this accessible volume makes a significant contribution to the literature of this discipline.