Modelling and Application of Stochastic Processes - Rilegato

Rilegato

ISBN 10: 0898381770 ISBN 13: 9780898381771

Casa editrice: Springer-Verlag GmbH, 1986

Riassunto

(i) the state variables are orthogonal, and (ii) the system matrices for the (n + l)st order realization contain as their "upper" n-th order blocks the system matrices from the n-th order realization (nesting property).

Su questo libro

Contenuti

1. Nested Orthogonal Realizations for Linear Prediction of Arma Processes.- 2. q-Markov Covariance Equivalent Realizations.- 3. Reduced-Order Modelling of Stochastic Processes with Applications to Estimation.- 4. Generalized Principal Components Analysis and its Application in Approximate Stochastic Realization.- 5. Finite-Data Algorithms for Approximate Stochastic Realization.- 6. Model Reduction Via Balancing, and Connections with Other Methods.- 7. The Scattering Matrix Associated with a Stationary Stochastic Process: System Theoretic Properties and Role in Realization.- 8. Realization and Reduction of S.I.S.O. Nonminimum Phase Stochastic Systems.- 9. On Stochastic Bilinear Systems.- 10. Markov Random Fields for Image Modelling and Analysis.- 11. Smoothing with Blackouts.- 12. Stochastic Bilinear Models and Estimators with Nonlinear Observation Feedback.

Product Description

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Dettagli dell'edizione

• Editore: Springer-Verlag GmbH
• Data di pubblicazione: 1986
• Lingua: Inglese
• ISBN 10: 0898381770
• ISBN 13: 9780898381771
• Rilegatura: Copertina rigida
• Numero di pagine: 288
• Redattore: Desai Uday B.
• Contatto del produttore: non disponibile
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