This book presents a unified view of stochastic modeling, estimation, system identification, and time series analysis. It reveals the fundamental concepts of stochastic state space and state space modeling, which unify the idea of modeling second-order stationary processes. The book is based on over 30 years of original research and provides the mathematical tools to analyze algorithms in stochastic systems theory.
This book presents a unified view of stochastic modeling, estimation, system identification, and time series analysis. It reveals the fundamental concepts of stochastic state space and state space modeling, which unify the idea of modeling second-order stationary processes. The book is based on over 30 years of original research and provides the mathematical tools to analyze algorithms in stochastic systems theory.
This book presents a unified view of stochastic modeling, estimation, system identification, and time series analysis. It reveals the fundamental concepts of stochastic state space and state space modeling, which unify the idea of modeling second-order stationary processes. The book is based on over 30 years of original research and provides the mathematical tools to analyze algorithms in stochastic systems theory.
This book presents a unified view of stochastic modeling, estimation, system identification, and time series analysis. It reveals the fundamental concepts of stochastic state space and state space modeling, which unify the idea of modeling second-order stationary processes. The book is based on over 30 years of original research and provides the mathematical tools to analyze algorithms in stochastic systems theory.
Picci Linear Stochastic Systems A Geometric Approach to Modeling, Estimation and Identification
Series: Series in Contemporary Mathematics, Vol. 1
▶ 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
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 2015, XV, 783 p. 7 illus. 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 Printed book work of R.E. Kalman in the early 1960s. The book offers a unified and logically consistent Hardcover view of the subject based on simple ideas from Hilbert space geometry and coordinate- ▶ 139,99 € | £126.00 | $189.00 free thinking. In this framework, the concepts of stochastic state space and state space ▶ *149,79 € (D) | 153,99 € (A) | CHF 186.50 modeling, based on the notion of 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 contribution that will eBook inform the fields of stochastic modeling, estimation, system identification, and time series Available from your library or analysis for decades to come. It also provides the mathematical tools needed to grasp and ▶ springer.com/shop analyze the structures of algorithms in stochastic systems theory.
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