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Hannan, Edward James

The statistical theory of linear systems / by E. J. Hannan and M. Deistler - New York : Wiley, 1988 - XIII, 380 p. ; 24 cm. - Wiley series in probability and mathematical statistics .

Contents. - 1. Linear systems and stationary processes. 2. Realization and parameterization of linear dynamic systems. 3. The Kalman filter. 4, Maximum likelihood estimation of armax systems. 5. Estimating the order of a linear systems. 6. Calculation of estimates. 7. Approximation by rational transfer functions.

047180777X


System identification
Linear systems
Discrete-time systems

QA401.H333

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