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The Statistical Theory of Linear Systems (Classics in Applied Mathematics)
Hannan, E. J., Deistler, Manfred
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Description for The Statistical Theory of Linear Systems (Classics in Applied Mathematics)
Paperback. Series: Classics in Applied Mathematics. 400 pages. An updated edition of a classic text treating the identification of noisy linear systems, interweaving structure theory and statistical analysis. Cateogry: (U) Tertiary Education (US: College). BIC Classification: PBT; UYD. Dimension: 228 x 152 x 25. Weight: 582.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2012
Publisher
SIAM-Society for Industrial and Applied Mathematics
Number of pages
400
Condition
New
Number of Pages
400
Place of Publication
New York, United States
ISBN
9781611972184
SKU
V9781611972184
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-1
About Hannan, E. J., Deistler, Manfred
E. J. Hannan (1921–1994) was Professor of Statistics at the Australian National University in Canberra. He was a pioneer of modern time series analysis and winner of both the Pitman Medal and the Thomas Ranken Lyle Medal. The Australian Academy of Sciences commemorates his work by awarding the Hannan Medal every two years to recognise achievements of Australians in pure ... Read more
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