Nonlinear Modelling of High Frequency Financial Time Series
Dunis, Ping Zhou, Christian L. Dunis, Bin Zhou
Inbunden, 1998
1 416 kr
AvBin Zhou
1 995 kr
Läs direkt i Bokus Reader – eller ladda ned till din enhet (PDF kräver ofta zoom och scroll på små skärmar).
This book provides a systematic approach to the design of predictor based controllers for (time-varying) linear systems with either (time-varying) input or state delays. Differently from those traditional predictor based controllers, which are infinite-dimensional static feedback laws and may cause difficulties in their practical implementation, this book develops a truncated predictor feedback (TPF) which involves only finite dimensional static state feedback.
Features and topics:
This book can be a useful resource for the researchers, engineers, and graduate students in the fields of control, applied mathematics, mechanical engineering, electrical engineering, and aerospace engineering.