Structure Selection of Stochastic Dynamic Systems: The Information Criterion Approach - Rilegato

Veres, Sandor M.

Rilegato

ISBN 10: 2881247156 ISBN 13: 9782881247156

Casa editrice: CRC Press, 1991

Riassunto

This book gives a reliable review on structure selection of stochastic dynamic systems using information criteria AIC, BIC, o and stochastic complexity. After theoretical investigations many simulations are estimators, which illustrate both the effectiveness and the limitations of these methods. The reader can gain his or her own experience on the"working" of many methods (associated with different parameter estimators) using the demonstration disk which can be run on most IBM-compatible personal computers. The book will be helpful to anybody interested in applying automated methods of model-structure selection inn control engineering, in time series analysis or in signal processing.

Su questo libro

Informazioni sull?autore

Sandor M. Veres University of Birmingham, UK

Dettagli dell'edizione

• Editore: CRC Press
• Data di pubblicazione: 1991
• Lingua: Inglese
• ISBN 10: 2881247156
• ISBN 13: 9782881247156
• Rilegatura: Copertina rigida
• Numero edizione: 1
• Numero di pagine: 356
• Contatto del produttore: Taylor and Francis, GPSR Taylor and Francis; gpsr@taylorandfrancis.com; ; Taylor & Francis Verlag GmbH, Kaufingerstraße 24; München; 80331; Germania