In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation; methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; and methods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory. As a result, the book represents a blend of new methods in general computational analysis, and specific, but also generic, techniques for study of systems theory ant its particular branches, such as optimal filtering and information compression. - Best operator approximation, Non-Lagrange interpolation, Generic Karhunen-Loeve transform - Generalised low-rank matrix approximation - Optimal data compression - Optimal nonlinear filtering

The groundbreaking work of Russian mathematician A. M. Liapunov (1857–1918) on the stability of dynamical systems was overlooked for decades because of political turmoil. During the Cold War, when it was discovered that his method was applicable to the stability of aerospace guidance systems, interest in his research was rekindled. It has remained high ever since. This monograph on both the theory and applications of Liapunov's direct method reflects the work of a period when the theory had been studied seriously for some time and reached a degree of completeness and sophistication. It remains of interest to applied mathematicians in many areas. Topics include applications of the stability theorems to concrete problems, the converse of the main theorems, Liapunov functions with certain properties of rate of change, the sensitivity of the stability behavior to perturbations, the critical cases, and generalizations of the concept of stability.

Approx.321 pages