The Statistical Theory of Linear Systems (Probability & Mathematical Statistics S.) - Hardcover

Hannan, E. J.; Deistler, Manfred

Hardcover

ISBN 10: 047180777X ISBN 13: 9780471807773

Verlag: John Wiley & Sons Inc, 1988

Inhaltsangabe

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.

Details zur Ausgabe

• Verlag: John Wiley & Sons Inc
• Erscheinungsdatum: 1988
• Sprache: Englisch
• ISBN 10: 047180777X
• ISBN 13: 9780471807773
• Einband: Gebundene Ausgabe
• Anzahl der Seiten: 380
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Nicht verfügbar