Titlebook: State-Space Approaches for Modelling and Control in Financial Engineering; Systems theory and m Gerasimos G. Rigatos Book 2017 Springer Int

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1868-4394 nancial systems.Solves in a conclusive manner problems assoc.The book conclusively solves problems associated with the control and estimation of nonlinear and chaotic dynamics in financial systems when these are described in the form of nonlinear ordinary differential equations. It then addresses prob

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Systems Theory and Stability Concepts,our that dynamical systems exhibit in certain cases benchmark examples of oscillators are given. Moreover, the following properties are analyzed: phase diagram, isoclines, attractors, local stability, bifurcations of fixed points and chaos properties.

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Main Approaches to Nonlinear Control,tion, (ii) Methods based on asymptotic linearization, and (iii) Lyapunov methods, As far as approach (i) is concerned, that is methods based on global linearization these are methods for the transformation of the nonlinear dynamics of the system to equivalent linear state-space descriptions for whic

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Main Approaches to Nonlinear Estimation,is based on approximate linearization of the system’s dynamics and in the truncation of higher order terms in the associated Taylor series expansion, the Unscented Kalman Filter is frequently used in its place. The latter fitler performs state estimation by averaging on state vectors which are selec