Title: Structure Selection of Stochastic Dynamic Systems
Publisher: Gordon & Breach Science Publishers SA Jan 1991
Publication Date: 1991
Language: English
ISBN 10: 2881247156
ISBN 13: 9782881247156
Binding: Buch
Condition: Neu
Dimensions: 239 millimeters width by 159 millimeters height by 27 millimeters depth
Weight: 664 grams

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Synopsis

This book gives a reliable review on structure selection of stochastic dynamic systems using information criteria AIC, BIC, o and stochastic complexity. After theoretical investigations many simulations are estimators, which illustrate both the effectiveness and the limitations of these methods. The reader can gain his or her own experience on the"working" of many methods (associated with different parameter estimators) using the demonstration disk which can be run on most IBM-compatible personal computers. The book will be helpful to anybody interested in applying automated methods of model-structure selection inn control engineering, in time series analysis or in signal processing.

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Sandor M. Veres University of Birmingham, UK

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