Dynamic Feature Space Modelling, Filtering and Self-Tuning Control of Stochastic Systems : A Systems Approach with Economic and Social Applications
by Pieter W. Otter
I: Introduction -- II: Elements of System Theory -- 2.1 Definitions of Dynamic Input-Output and State Space Models -- 2.2 Observability, Reconstructability and Controllability -- 2.3 Realization Theory -- 2.4 Canonical Forms -- 2.5 Stability -- A: Modelling, Filtering and Identification -- III: Feature Space Modelling -- IV: Discrete Kalman Filtering -- V: Parameter Identifiability, Prediction Error Estimation And Model Check -- VI: Economic Applications -- B: Control -- VII: Self-Tuning Control -- Appendix: Solution of the Linear Matrix A X B + C = X and the Are -- References.