7. The past influences the present
7.1 Behavior sensitive to past conditions127
7.2 Filtering as convolution131
7.3 Solving problems with filters132
7.4 Predicting the future139
7.5 A parallel between filters and polynomials140
7.6 Filter cascades and inverse filters142
7.7 Making use of what you know145
Problems147
References147
The Past Influences the Present focuses on the use of past behavior to predict the future. The key concept is the filter, a type of linear model that connects the past and present states of a system. Filters can be used to both quantify the physical processes that connect two related sets of measurements and predict their future behavior. We develop the prediction error filter and apply it to hydrographic data in order to explore ...
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