The Statistical Theory of Linear Systems (Probability & Mathematical Statistics S.)

Deistler, Manfred and E. J. Hannan:

ISBN 10: 047180777X / ISBN 13: 9780471807773

Published by John Wiley & Sons, 1988

About this Item

380 Dust jacket partially browned and creased at the edges. Name on endpaper, otherwise well preserved inside 330 Sprache: Englisch Gewicht in Gramm: 831.

Seller Inventory # 39724

Bibliographic Details

• Title: The Statistical Theory of Linear Systems (Probability & Mathematical Statistics S.)
• Publisher: John Wiley & Sons
• Publication Date: 1988
• Language: English
• ISBN 10: 047180777X
• ISBN 13: 9780471807773
• Binding: Hardcover
• Condition: Gut
• Dust Jacket Condition: Dust Jacket Included
• Seller catalogs:
  • Mathematik

About this title

Synopsis

This work discusses closely the making of good models from observations, offering an interdisciplinary treatment of the subject. Focusing on linear dynamic systems evolving in discrete time, it examines their importance in the development of new applications in various fields, pointing out their interconnections and potential use for workers in several disciplines. Discussions cover the significant progress made in understanding the algebraic and topological structure of linear dynamic systems, work originating in the fields of systems and control engineering, the application of the scalar output case in modeling, statistically treating data arising in signal processing, the development of algorithms for on-line and real-time calculations, and recent work by statistical time-series analysts on theory and algorithms for off-line calculation. Also looks at the required asymtotic theory associated with estimation procedures.

Book Description

This classic text treats the identification of noisy linear systems. Provided in this new edition are an outline of developments since the book's original publication and an updated bibliography. The interweaving of structure theory and statistical analysis will be useful for anyone studying topics related to time series analysis.