Recursive Estimation and Time-Series Analysis: An Introduction for the Student and Practitioner

This is a revised version of the 1984 book of the same name but considerably modified and enlarged to accommodate the developments in recursive estimation and time series analysis that have occurred over the last quarter century. Also over this time, the CAPTAIN Toolbox for recursive estimation and time series analysis has been developed at Lancaster, for use in the Matlab^TM software environment (see Appendix G). Consequently, the present version of the book is able to exploit the many comp...