Structure Selection of Stochastic Dynamic Systems

Sandor M. Veres S.M. Veres

ISBN 10: 2881247156 / ISBN 13: 9782881247156

Verlag: Taylor & Francis Group, 1991

Beschreibung

pp. 356 1st Edition.

Bestandsnummer des Verkäufers 262122844

Bibliografische Details

• Titel: Structure Selection of Stochastic Dynamic Systems
• Verlag: Taylor & Francis Group
• Erscheinungsjahr: 1991
• Sprache: Englisch
• ISBN-10: 2881247156
• ISBN-13: 9782881247156
• Einband: Hardcover
• Zustand: New

Über 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.

Über die Autorin bzw. den Autor

Sandor M. Veres University of Birmingham, UK