The statistical theory of linear systems:
Originally published in 1988, The Statistical Theory of Linear Systems deals with identification (in the sense of obtaining a model from data) of multi-input and multi-output linear systems, in particular systems in ARMAX and state space form. The book emphasizes the underlying theory. It covers str...
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| Hauptverfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Philadelphia, Pa.
Society for Industrial and Applied Mathematics (SIAM)
2012
|
| Ausgabe: | SIAM ed |
| Schriftenreihe: | Classics in applied mathematics
70 |
| Schlagworte: | |
| Online-Zugang: | DE-91 DE-20 DE-706 DE-29 URL des Erstveröffentlichers |
| Zusammenfassung: | Originally published in 1988, The Statistical Theory of Linear Systems deals with identification (in the sense of obtaining a model from data) of multi-input and multi-output linear systems, in particular systems in ARMAX and state space form. The book emphasizes the underlying theory. It covers structure theory, in particular realization and parameterization of linear systems, with special emphasis on the analysis of properties of parameter spaces and parameterizations relevant for estimation and model selection; Gaussian maximum likelihood estimation of the real-valued parameters of linear systems, with an emphasis on asymptotic theory; model selection, in particular order estimation, by information criteria such as AIC or BIC, with an emphasis on asymptotic theory; procedures for calculation of estimates; and approximation by rational functions. This edition includes an extensive new introduction that outlines central ideas and features of the subject matter, as well as developments since the book's original publication, such as subspace identification, data-driven local coordinates, and the results on post-model-selection estimators. It also provides a section of errata and an updated bibliography |
| Beschreibung: | 1 Online-Ressource (xvi, 380 Seiten) |
| ISBN: | 9781611972191 |
| DOI: | 10.1137/1.9781611972191 |
Internformat
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| 520 | |a Originally published in 1988, The Statistical Theory of Linear Systems deals with identification (in the sense of obtaining a model from data) of multi-input and multi-output linear systems, in particular systems in ARMAX and state space form. The book emphasizes the underlying theory. It covers structure theory, in particular realization and parameterization of linear systems, with special emphasis on the analysis of properties of parameter spaces and parameterizations relevant for estimation and model selection; Gaussian maximum likelihood estimation of the real-valued parameters of linear systems, with an emphasis on asymptotic theory; model selection, in particular order estimation, by information criteria such as AIC or BIC, with an emphasis on asymptotic theory; procedures for calculation of estimates; and approximation by rational functions. This edition includes an extensive new introduction that outlines central ideas and features of the subject matter, as well as developments since the book's original publication, such as subspace identification, data-driven local coordinates, and the results on post-model-selection estimators. It also provides a section of errata and an updated bibliography | ||
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Datensatz im Suchindex
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| author | Hannan, Edward J. 1921-1994 Deistler, Manfred 1941- |
| author_GND | (DE-588)170038084 (DE-588)170106713 |
| author_facet | Hannan, Edward J. 1921-1994 Deistler, Manfred 1941- |
| author_role | aut aut |
| author_sort | Hannan, Edward J. 1921-1994 |
| author_variant | e j h ej ejh m d md |
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| bvnumber | BV040289746 |
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| discipline | Mathematik Mess-/Steuerungs-/Regelungs-/Automatisierungstechnik |
| doi_str_mv | 10.1137/1.9781611972191 |
| edition | SIAM ed |
| format | Electronic eBook |
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| id | DE-604.BV040289746 |
| illustrated | Not Illustrated |
| indexdate | 2024-08-21T00:54:07Z |
| institution | BVB |
| isbn | 9781611972191 |
| language | English |
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| physical | 1 Online-Ressource (xvi, 380 Seiten) |
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| publishDate | 2012 |
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| publisher | Society for Industrial and Applied Mathematics (SIAM) |
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| series | Classics in applied mathematics |
| series2 | Classics in applied mathematics |
| spelling | Hannan, Edward J. 1921-1994 (DE-588)170038084 aut The statistical theory of linear systems E.J. Hannan, Manfred Deistler SIAM ed Philadelphia, Pa. Society for Industrial and Applied Mathematics (SIAM) 2012 1 Online-Ressource (xvi, 380 Seiten) txt rdacontent c rdamedia cr rdacarrier Classics in applied mathematics 70 Originally published in 1988, The Statistical Theory of Linear Systems deals with identification (in the sense of obtaining a model from data) of multi-input and multi-output linear systems, in particular systems in ARMAX and state space form. The book emphasizes the underlying theory. It covers structure theory, in particular realization and parameterization of linear systems, with special emphasis on the analysis of properties of parameter spaces and parameterizations relevant for estimation and model selection; Gaussian maximum likelihood estimation of the real-valued parameters of linear systems, with an emphasis on asymptotic theory; model selection, in particular order estimation, by information criteria such as AIC or BIC, with an emphasis on asymptotic theory; procedures for calculation of estimates; and approximation by rational functions. This edition includes an extensive new introduction that outlines central ideas and features of the subject matter, as well as developments since the book's original publication, such as subspace identification, data-driven local coordinates, and the results on post-model-selection estimators. It also provides a section of errata and an updated bibliography System identification Linear systems Discrete-time systems Systemidentifikation (DE-588)4121753-6 gnd rswk-swf Mathematische Methode (DE-588)4155620-3 gnd rswk-swf Lineares dynamisches System (DE-588)4167727-4 gnd rswk-swf Zeitdiskretes Regelungssystem (DE-588)4134711-0 gnd rswk-swf Lineares System (DE-588)4125617-7 gnd rswk-swf Lineares System (DE-588)4125617-7 s Systemidentifikation (DE-588)4121753-6 s DE-604 Lineares dynamisches System (DE-588)4167727-4 s Mathematische Methode (DE-588)4155620-3 s 1\p DE-604 Zeitdiskretes Regelungssystem (DE-588)4134711-0 s 2\p DE-604 Deistler, Manfred 1941- (DE-588)170106713 aut Society for Industrial and Applied Mathematics Sonstige oth Classics in applied mathematics 70 (DE-604)BV040633091 70 https://doi.org/10.1137/1.9781611972191 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Hannan, Edward J. 1921-1994 Deistler, Manfred 1941- The statistical theory of linear systems Classics in applied mathematics System identification Linear systems Discrete-time systems Systemidentifikation (DE-588)4121753-6 gnd Mathematische Methode (DE-588)4155620-3 gnd Lineares dynamisches System (DE-588)4167727-4 gnd Zeitdiskretes Regelungssystem (DE-588)4134711-0 gnd Lineares System (DE-588)4125617-7 gnd |
| subject_GND | (DE-588)4121753-6 (DE-588)4155620-3 (DE-588)4167727-4 (DE-588)4134711-0 (DE-588)4125617-7 |
| title | The statistical theory of linear systems |
| title_auth | The statistical theory of linear systems |
| title_exact_search | The statistical theory of linear systems |
| title_full | The statistical theory of linear systems E.J. Hannan, Manfred Deistler |
| title_fullStr | The statistical theory of linear systems E.J. Hannan, Manfred Deistler |
| title_full_unstemmed | The statistical theory of linear systems E.J. Hannan, Manfred Deistler |
| title_short | The statistical theory of linear systems |
| title_sort | the statistical theory of linear systems |
| topic | System identification Linear systems Discrete-time systems Systemidentifikation (DE-588)4121753-6 gnd Mathematische Methode (DE-588)4155620-3 gnd Lineares dynamisches System (DE-588)4167727-4 gnd Zeitdiskretes Regelungssystem (DE-588)4134711-0 gnd Lineares System (DE-588)4125617-7 gnd |
| topic_facet | System identification Linear systems Discrete-time systems Systemidentifikation Mathematische Methode Lineares dynamisches System Zeitdiskretes Regelungssystem Lineares System |
| url | https://doi.org/10.1137/1.9781611972191 |
| volume_link | (DE-604)BV040633091 |
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