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Linear Stochastic Systems
Lindquist, Anders; Picci, Giorgio
€ 195.32
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Description for Linear Stochastic Systems
Paperback. Series: Series in Contemporary Mathematics. Num Pages: 796 pages, 37 black & white illustrations, biography. BIC Classification: GPFC; PBT; PBWL; TJFM. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 40. Weight in Grams: 1205.
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, Cramér 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 computers, ... 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, Cramér 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 computers, ... Read more
Product Details
Format
Paperback
Publication date
2016
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
796
Condition
New
Series
Series in Contemporary Mathematics
Number of Pages
781
Place of Publication
Berlin, Germany
ISBN
9783662526187
SKU
V9783662526187
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Linear Stochastic Systems
“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)