Structure Selection of Stochastic Dynamic Systems (Hardcover)

This is a review of structure selection of stochastic dynamic systems using information criteria AIC BIC, information criterion, and stochastic complexity. After theoretical investigations, simulations are included to show finite-sample behaviour of the model-structure 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 the methods (associated with different parameter estimators) using the attached 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 in control engineering, in time series analysis or in signal processing.

General

Imprint:	Gordon & Breach Science Publishers Ltd
Country of origin:	Netherlands
Release date:	1991
First published:	1991
Authors:	Sandor M. Veres
Dimensions:	230 x 156mm (L x W)
Format:	Hardcover
Pages:	356
ISBN-13:	978-2-88124-715-6
Categories:	Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics Promotions
LSN:	2-88124-715-6
Barcode:	9782881247156

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