Dynamic Feature Space Modelling, Filtering and Self-Tuning Control of Stochastic Systems: A Systems Approach with Economic and Social Applications

The literature on systems seems to have been growing almost exponentially during the last decade and one may question whether there is need for another book. In the author's view, most of the literature on 'systems' is either technical in mathematical sense or technical ifF engineering sense (with technical words such as noise, filtering etc. ) and not easily accessible to researchers is other fields, in particular not to economists, econometricians and quantitative researchers in social sc...