9780471807773: The Statistical Theory of Linear Systems

Sinossi

This volume discusses closely the making of good models from observations, offering an interdisciplinary treatment of the subject. Focusing on linear dynamic systems evolving in discrete time, it examines their importance in the development of new applications in various fields, pointing out their interconnections and potential use for workers in several disciplines. Discussions cover the significant progress made in understanding the algebraic and topological structure of linear dynamic systems, work originating in the fields of systems and control engineering, the application of the scalar output case in modelling, the development of algorithms for on-line and real-time calculations, and recent work by statistical time-series analysts on theory and algorithms for off-line calculation. The required asymptotic theory associated with estimation procedures is also examined.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Altre edizioni note dello stesso titolo

9781611972184: The Statistical Theory of Linear Systems

Edizione in evidenza

ISBN 10:  1611972183 ISBN 13:  9781611972184
Casa editrice: Society for Industrial and Appli..., 2012
Brossura