{"product_id":"fixed-interval-smoothing-for-state-howard-l-weinert-9780792372998","title":"Fixed Interval Smoothing for State Space Models","description":"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. \u003cbr\u003e 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. \u003cbr\u003e \u003cem\u003eFixed Interval Smoothing for State Space Models: \u003c\/em\u003e \u003cul\u003e \u003cli\u003e includes new material on interpolation, fast square root implementations, and boundary value models; \u003c\/li\u003e \u003cli\u003e is the first book devoted to smoothing; \u003c\/li\u003e \u003cli\u003e contains an annotated bibliography of smoothing literature; \u003c\/li\u003e \u003cli\u003e uses simple notation and clear derivations; \u003c\/li\u003e \u003cli\u003e compares algorithms from a computational perspective; \u003c\/li\u003e \u003cli\u003e identifies a best algorithm. \u003c\/li\u003e \u003c\/ul\u003e \u003cem\u003eFixed\u003c\/em\u003e \u003cem\u003eInterval Smoothing for State Space Models\u003c\/em\u003e 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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Howard L. Weinert\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 0792372999\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9780792372998\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Springer\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 02\/28\/2001\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 119\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 0.80lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.56h x 6.36w x 0.56d\u003cbr\u003e\u003cbr\u003e\u003cb\u003eReview Citation(s): \u003c\/b\u003e\u003cbr\u003e\u003ci\u003eScitech Book News\u003c\/i\u003e 06\/01\/2001 pg. 42","brand":"Howard L. Weinert","offers":[{"title":"Hardcover","offer_id":48443691237631,"sku":"9780792372998","price":109.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_cbf05179-beeb-4f0b-90a0-21048eeb2049.jpg?v=1777207169","url":"https:\/\/www.whiterainbookhouse.com\/products\/fixed-interval-smoothing-for-state-howard-l-weinert-9780792372998","provider":"WR Book House","version":"1.0","type":"link"}