Linear stochastic systems : a geometric approach to modeling, estimation and identification /: a geometric approach to modeling, estimation and identification. (2015)

• Record Type: Book
• Further Information: Note: Anders Lindquist, Giorgio Picci.
• Authors: Lindquist, Anders; Picci, Giorgio, 1942-
• Contents: Introduction -- Geometry of Second-Order Random Processes -- Spectral Representation of Stationary Processes -- Innovations, Wold Decomposition, and Spectral Factorization -- Wold Decomposition and Spectral Factorization in Continuous Time -- Linear Finite-Dimensional Stochastic Systems -- The Geometry of Splitting Subspaces -- Markovian Representations -- Proper Markovian Representations in Hardy Space -- Stochastic Realization Theory in Continuous Time -- Stochastic Balancing and Model Reduction -- Finite-Interval Stochastic Realization and Partial Realization Theory -- Subspace Identification for Time Series -- Zero Dynamics and the Geometry of the Riccati Inequality -- Smoothing and Interpolation -- Acausal Linear Stochastic Models and Spectral Factorization -- Stochastic Systems with Inputs -- Appendix A. Basic Principles of Deterministic Realization Theory -- Appendix B. Some Topics in Linear Algebra and Hilbert Space Theory.
• Publisher Details: Heidelberg : Springer
• Publication Date: 2015
• Extent: 1 online resource, illustrations
• Subjects: 519.2; Mathematics; Stochastic systems; Discrete-time systems; Linear systems; MATHEMATICS -- Applied; MATHEMATICS -- Probability & Statistics -- General; Discrete-time systems; Linear systems; Stochastic systems; Lineares stochastisches System; Stochastik; Technology & Engineering -- Automation; Probability & statistics; Automatic control engineering; Systems theory; Distribution (Probability theory); Science -- System Theory; Cybernetics & systems theory; Electronic books
• Languages: English
• ISBNs: 9783662457504; 3662457504; 3662457490; 9783662457498
• Related ISBNs: 9783662457498
• Notes: Note: Includes bibliographical references and index.; Note: Online resource; title from PDF title page (EBSCO, viewed April 30, 2015).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.