ISBN: 9781611972184 - the statistical theory of linear systems: 70 (classics in applied mathematics, series number 70) (13 resultados)

Condición: As New. Unread book in perfect condition.

Condición: New. 2012. Paperback. . . . . .

Condición: New.

Paperback. Condición: New. Originally published in 1988, The Statistical Theory of Linear Systems deals with identification (in the sense of obtaining a model from data) of multi-input and multi-output linear systems, in particular systems in ARMAX and state space form. The book emphasizes the underlying theory. It covers:Structure theory, in particular realization and parameterization of linear systems, with special emphasis on the analysis of properties of parameter spaces and parameterizations relevant for estimation and model selection.Gaussian maximum likelihood estimation of the real-valued parameters of linear systems, with an emphasis on asymptotic theoryModel selection, in particular order estimation, by information criteria such as AIC or BIC, with an emphasis on asymptotic theory.Procedures for calculation of estimates.Approximation by rational functions.…

Condición: New.

Condición: As New. Unread book in perfect condition.

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Condición: New. 2012. Paperback. . . . . . Books ship from the US and Ireland.

Paperback. Condición: Brand New. 400 pages. 8.90x6.00x0.90 inches. In Stock.

PAP. Condición: New. New Book. Shipped from UK. Established seller since 2000.

Condición: New. &Uumlber den AutorE. J. Hannan (1921-1994) was Professor of Statistics at the Australian National University in Canberra. He was a pioneer of modern time series analysis and winner of both the Pitman Medal and the Thomas Ranken Lyle Med.

Condición: New. In English.

Paperback. Condición: New. Originally published in 1988, The Statistical Theory of Linear Systems deals with identification (in the sense of obtaining a model from data) of multi-input and multi-output linear systems, in particular systems in ARMAX and state space form. The book emphasizes the underlying theory. It covers:Structure theory, in particular realization and parameterization of linear systems, with special emphasis on the analysis of properties of parameter spaces and parameterizations relevant for estimation and model selection.Gaussian maximum likelihood estimation of the real-valued parameters of linear systems, with an emphasis on asymptotic theoryModel selection, in particular order estimation, by information criteria such as AIC or BIC, with an emphasis on asymptotic theory.Procedures for calculation of estimates.Approximation by rational functions.…