Linear Stochastic Systems : A Geometric Approach to Modeling, Estimation and Identification

Language: English

Published by Springer Vieweg, 2015

3662457490 / 9783662457498

Series: Book 1 of 4 - Series in Contemporary Mathematics

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - 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, sincethe fundamental work of R.E. Kalman in the early1960s. The book offers a unified and logically consistent view of the subject based on simple ideas from Hilbert space geometry and coordinate-free thinking. In this framework, the concepts of stochastic state space and state space modeling, based on the notionof the conditional independence of past and future flows of the relevant signals, are revealed to be fundamentally unifying ideas. The book, based on over 30 years of original research, represents a valuable contribution that will inform the fields of stochastic modeling, estimation, system identification, and time series analysis for decades to come. It also provides the mathematical tools needed to grasp and analyze the structures of algorithms in stochastic systems theory.

Seller Inventory # 9783662457498

Title
Linear Stochastic Systems : A Geometric Approach to Modeling, Estimation and Identification
Author
Anders Lindquist
Publisher
Springer Vieweg
Publication year
2015
Condition
Neu
Binding
Buch
Language
English
ISBN 10
3662457490
ISBN 13
9783662457498
Item weight
1,349 grams
Dimensions
241x160x48 mm
Series
Book 1 of 4: Series in Contemporary Mathematics

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

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