Authors:
Maximizes reader insights into stochastic modeling, estimation, system identification, and time series analysis
Reveals the concepts of stochastic state space and state space modeling to unify the idea
Supports further exploration through a unified and logically consistent view of the subject
Part of the book series: Series in Contemporary Mathematics (SCMA, volume 1)
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Table of contents (17 chapters)
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Front Matter
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Back Matter
About this book
Reviews
“The purpose of this book is to present the mathematical background necessary for understanding the linear state-space modeling of second-order random processes and its applications to estimation and identification theory. … this monograph is an excellent reference for researchers interested in geometric theory of stochastic realization and its applications.” (Viorica M. Ungureanu, Mathematical Reviews, January, 2016)
Authors and Affiliations
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Department of Mathematics, Royal Institute of Technology, Stockholm, Sweden
Anders Lindquist
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Department of Information Engineering, University of Padova, Padova, Italy
Giorgio Picci
Bibliographic Information
Book Title: Linear Stochastic Systems
Book Subtitle: A Geometric Approach to Modeling, Estimation and Identification
Authors: Anders Lindquist, Giorgio Picci
Series Title: Series in Contemporary Mathematics
DOI: https://doi.org/10.1007/978-3-662-45750-4
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2015
Hardcover ISBN: 978-3-662-45749-8Published: 11 May 2015
Softcover ISBN: 978-3-662-52618-7Published: 29 October 2016
eBook ISBN: 978-3-662-45750-4Published: 24 April 2015
Series ISSN: 2364-009X
Series E-ISSN: 2364-0103
Edition Number: 1
Number of Pages: XV, 781
Number of Illustrations: 37 b/w illustrations
Topics: Systems Theory, Control, Probability Theory and Stochastic Processes, Control and Systems Theory