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The statistical theory of linear systems /

by Hannan, Edward James
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Authors: Deistler, Manfred Series: Wiley series in probability and mathematical statistics Published by : Wiley, (New York : ) Physical details: XIII, 380 p. ; 24 cm. Subject(s): System identification | Linear systems | Discrete-time systems Year : 1988
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Books Istituto di Ingegneria Biomedica QA402.H333 (Browse Shelf) 1 Available Finesso

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.

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