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Recursive Estimation and Time-Series Analysis

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Cover of 'Recursive Estimation and Time-Series Analysis'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 Recursive Estimation: A Simple Tutorial Introduction
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    Chapter 3 Recursive Least Squares Estimation
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    Chapter 4 Recursive Estimation of Time Variable Parameters in Regression Models
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    Chapter 5 Unobserved Component Models
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    Chapter 6 Transfer Function Models and the Limitations of Recursive Least Squares
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    Chapter 7 Optimal Identification and Estimation of Discrete-Time Transfer Function Models
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    Chapter 8 Optimal Identification and Estimation of Continuous-Time Transfer Function Models
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    Chapter 9 Identification of Transfer Function Models in Closed-Loop
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    Chapter 10 Real-Time Recursive Parameter Estimation
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    Chapter 11 State-Dependent Parameter (SDP) Estimation
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    Chapter 12 Data-Based Mechanistic (DBM) Modelling
Attention for Chapter 8: Optimal Identification and Estimation of Continuous-Time Transfer Function Models
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