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Linear Stochastic Systems: A Geometric Approach to Modeling, Estimation and Identification
Anders Lindquist
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Description for Linear Stochastic Systems: A Geometric Approach to Modeling, Estimation and Identification
Hardcover. Linear Stochastic Systems Series: Series in Contemporary Mathematics. Num Pages: 796 pages, 37 black & white illustrations, biography. BIC Classification: GPFC; PBKF; PBT; PBWL. Category: (P) Professional & Vocational. Dimension: 170 x 246 x 46. Weight in Grams: 1316.
This book presents a treatise on the theory and modeling of second-order stationary processes, including an exposition on selected application areas that are important in the engineering and applied sciences. The foundational issues regarding stationary processes dealt with in the beginning of the book have a long history, starting in the 1940s with the work of Kolmogorov, Wiener, Cramer and his students, in particular Wold, and have since been refined and complemented by many others. Problems concerning the filtering and modeling of stationary random signals and systems have also been addressed and studied, fostered by the advent of modern digital ... Read more
This book presents a treatise on the theory and modeling of second-order stationary processes, including an exposition on selected application areas that are important in the engineering and applied sciences. The foundational issues regarding stationary processes dealt with in the beginning of the book have a long history, starting in the 1940s with the work of Kolmogorov, Wiener, Cramer and his students, in particular Wold, and have since been refined and complemented by many others. Problems concerning the filtering and modeling of stationary random signals and systems have also been addressed and studied, fostered by the advent of modern digital ... Read more
Product Details
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Format
Hardback
Publication date
2015
Series
Series in Contemporary Mathematics
Condition
New
Weight
1315g
Number of Pages
781
Place of Publication
Berlin, Germany
ISBN
9783662457498
SKU
V9783662457498
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Linear Stochastic Systems: A Geometric Approach to Modeling, Estimation and Identification
The purpose of this book is to present the mathematical background necessary for understanding the linear state-space modeling of second-order random processes and its applications to estimation and identification theory. ... this monograph is an excellent reference for researchers interested in geometric theory of stochastic realization and its applications. (Viorica M. Ungureanu, Mathematical Reviews, January, 2016)