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9780471807773

Statistical Theory of Linear Systems

Statistical Theory of Linear Systems
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Product details

  • ISBN-13: 9780471807773
  • ISBN: 047180777X
  • Publisher: Wiley & Sons, Incorporated, John

AUTHOR

Hannan, E. J., Deistler, M.

SUMMARY

Linear Systems and Stationary Processes. Realization and Parameterization of Linear Dynamic Systems. The Kalman Filter. Maximum Likelihood Estimation of Armax Systems. Estimating the Order of a Linear System. Calculation of the Estimates. Approximation by Rational Transfer Functions. References. Index of Notation.Hannan, E. J. is the author of 'Statistical Theory of Linear Systems' with ISBN 9780471807773 and ISBN 047180777X.

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