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A New Approach to Forecasting by John O’Reilly at Abbey's Bookshop,
A New Approach to Forecasting
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John O’Reilly

A New Approach to Forecasting

John O’Reilly

$41.95   $35.49

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English
Troubador Publishing
28 June 2025
Engineering: general
The greatest original work on forecasting ever published. By a master of the post-Kalman era. Professor O'Reilly brings a lifetime’s engineering experience, and not a little scholarship, to an enduring problem. The result: a completely new theory of filtering and prediction for causal dynamical system models subject to significant disturbance uncertainty. Any causal dynamical system model can be used.

No a priori knowledge of the model uncertainties is required. Estimation of uncertain dynamical systems, it turns out, is a modelling problem. With necessary model validation. The criterion for high-fidelity signal reconstruction is how closely the signal estimates resemble the measured output data of the actual dynamical system.

In contradistinction to the Kalman off-line nominal design approach, the causal estimation approach is an on-line model tuning approach. This physical approach places estimation of dynamical systems on an experimental footing, akin to classical physics and engineering. And closer to present day industrial practice. Both causal and Kalman approaches are evaluated within twentieth century filtering and prediction theory. The new estimator is completely general, non-statistical, and very easy to use.
By:  
Imprint:   Troubador Publishing
Country of Publication:   United Kingdom
Dimensions:   Height: 234mm,  Width: 156mm,  Spine: 6mm
Weight:   223g
ISBN:   9781836282860
ISBN 10:   1836282869
Pages:   160
Publication Date:  
Audience:   College/higher education ,  Further / Higher Education
Format:   Paperback
Publisher's Status:   Active

Professor John O'Reilly is Emeritus Professor of Engineering at the University of Glasgow, UK. One of the greatest engineers of his generation, Professor O'Reilly achieved international standing in several areas of estimation and control before moving to power systems and power electronics. His previous work includes New Directions in Dynamical Systems, Automatic Control and Singular Perturbations.

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