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Linear Stochastic Systems

by Caines, Peter E.

  • ISBN: 9780471081012
  • ISBN10: 0471081019

Linear Stochastic Systems

by Caines, Peter E.

  • List Price: $190.00
  • Binding: Hardcover
  • Edition: 0099
  • Publisher: John Wiley & Sons
  • Publish date: 05/05/1988
  • ISBN: 9780471081012
  • ISBN10: 0471081019
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Description: Stochastic Processes. Linear Stochastic Systems. Estimation Theory. Stochastic Realization Theory. System Identification: Foundations and Basic Concepts. Least Squares Parameter Estimation. Maximum Likelihood Estimation of Gaussian Armax and State-space System. Minimum Prediction Error Identification Methods. Non-stationary System Identification. Feedback, Causality, and Closed Loop System Identification. Linear-Quadratic Stochastic Control. Stochastic Adaptive Control. Appendix 1: Probability Theory. Appendix 2: System Theory. Appendix 3: Harmonic Analysis. References. Index.
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