| 書目名稱 | Linear Stochastic Systems |
| 副標(biāo)題 | A Geometric Approach |
| 編輯 | Anders Lindquist,Giorgio Picci |
| 視頻video | http://file.papertrans.cn/587/586419/586419.mp4 |
| 概述 | 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 ide |
| 叢書名稱 | Series in Contemporary Mathematics |
| 圖書封面 |  |
| 描述 | This book presents a treatise on the theory and modeling of second-order stationary processes, including an exposition on selected application areas that are important in the engineering and applied sciences. The foundational issues regarding stationary processes dealt with in the beginning of the book have a long history, starting in the 1940s with the work of Kolmogorov, Wiener, Cramér and his students, in particular Wold, and have since been refined and complemented by many others. Problems concerning the filtering and modeling of stationary random signals and systems have also been addressed and studied,?fostered by the advent of modern digital computers, since?the fundamental work of R.E. Kalman in the early?1960s. The book offers a unified and logically consistent view of the subject based on simple ideas from Hilbert space geometry and coordinate-free thinking. In this framework, the concepts of stochastic state space and state space modeling, based on the notionof the conditional independence of past and future flows of the relevant signals, are revealed to be fundamentally unifying ideas. The book, based on over 30 years of original research, represents a valuable contribu |
| 出版日期 | Book 2015 |
| 關(guān)鍵詞 | Markovian Representations; Splitting Subspaces; Stochastic Systems; Wold Decomposition; modeling of stat |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-662-45750-4 |
| isbn_softcover | 978-3-662-52618-7 |
| isbn_ebook | 978-3-662-45750-4Series ISSN 2364-009X Series E-ISSN 2364-0103 |
| issn_series | 2364-009X |
| copyright | Springer-Verlag Berlin Heidelberg 2015 |
|Archiver|手機(jī)版|小黑屋|
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