Linear Stochastic Systems (Paperback)

Idioma: inglés

Editorial: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin, 2016

3662526182 / 9783662526187

Serie: Libro 1 de 4 - Series in Contemporary Mathematics

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Paperback. 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, Cramer 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, since the fundamental work of R.E. Kalman in the early 1960s. 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. 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.…

N° de ref. del artículo 9783662526187

Título
Linear Stochastic Systems (Paperback)
Autor
Anders Lindquist
Editorial
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin
Año de publicación
2016
Estado
new
Encuadernación
Paperback
Idioma
inglés
ISBN 10
3662526182
ISBN 13
9783662526187
Serie
Libro 1 de 4: Series in Contemporary Mathematics

AussieBookSeller

Truganina, VIC, Australia

Vendedor de 5 estrellas

Vendedor de IberLibro desde 22 de junio de 2007

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ArtículoDe 25 a 45 días hábilesDe 8 a 14 días hábiles
Primer artículoEUR 32,97EUR 39,21
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