Theory.- Model-Based Approaches.- QMP-ZPC Filters.- The Periodogram.- Direct Filter Approach (DFA).- Finite Sample Problems and Regularity.- Empirical Results.- Empirical Comparisons : Mean Square Performance.- Empirical Comparisons : Turning Point Detection.- Conclusion.
From the reviews: "The aim of the author is … to describe established procedures which are implemented in ‘widely used’ software packages. … The book can be of great interest for all specialists working in the area of nonlinear systems state and parameter estimation and identification. It will be of significant benefit for time series estimation and prediction in many applications." (Tzvetan Semerdjiev, Zentralblatt MATH, Vol. 1053, 2005)
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