Structure Selection of Stochastic Dynamic Systems

Sandor M. Veres

ISBN 10: 2881247156 ISBN 13: 9782881247156

Verlag: CRC Press, 1991

Sprache: Englisch

Zustand: Neu Hardcover

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Bibliografische Details

Titel

Structure Selection of Stochastic Dynamic Systems

Verlag

CRC Press

Erscheinungsjahr

1991

Sprache

Englisch

ISBN-10

2881247156

ISBN-13

9782881247156

Einband

HRD

Zustand

New

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�ber diesen Titel

Inhaltsangabe

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.

�ber die Autorin bzw. den Autor

Sandor M. Veres University of Birmingham, UK

��ber diesen Titel� kann sich auf eine andere Ausgabe dieses Titels beziehen.

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