The Statistical Theory of Linear Systems (Paperback)

Originally published in 1988, this classic text treats the identification of noisy (multi-input and multi-output) linear systems, particularly systems in ARMAX and state space form. The book covers structure theory, including identifiability, realisation and parameterisation of linear systems; analysis of topological and geometrical properties of parameter spaces and parameterisations for estimation and model selection; Gaussian maximum likelihood estimation of real-valued parameters of linear systems; model selection; calculation of estimates; and approximation by rational transfer functions. This edition includes an extensive new introduction that outlines developments since the book's original publication, such as subspace identification, data-driven local coordinates and the results on post-model-selection estimators. It also provides a section of errata and an updated bibliography. Researchers and graduate students studying time series statistics, systems identification, econometrics and signal processing will find this book useful for its interweaving of foundational information on structure theory and statistical analysis of linear systems.

General

Imprint:	Society For Industrial & Applied Mathematics,U.S.
Country of origin:	United States
Series:	Classics in Applied Mathematics, 70
Release date:	April 2012
Authors:	E.J. Hannan • Manfred Deistler
Dimensions:	229 x 152 x 21mm (L x W x T)
Format:	Paperback - Trade
Pages:	425
ISBN-13:	978-1-61197-218-4
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Computing & IT > General theory of computing > Systems analysis & design
LSN:	1-61197-218-3
Barcode:	9781611972184

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!