The statistical theory of linear systems /
Guardado en:
| Autor Principal: | |
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| Otros Autores: | |
| Formato: | Libro |
| Idioma: | English |
| Publicado: |
New York :
Wiley,
c1988.
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| Series: | Wiley series in probability and mathematical statistics. Probability and mathematical statistics,
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| Materias: | |
| Acceso en línea: | Publisher description |
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Tabla de Contenidos:
- 1. Linear systems and stationary processes
- 2. Realization and parameterization of linear dynamic systems
- 3. The Kalman filter
- 4. Maximum likelihood estimation of ARMAX systems
- 5. Estimating the order of a linear system
- 6. Calculation of the estimates
- 7. Approximation by rational transfer functions.