The Resource The statistical theory of linear systems, E.J. Hannan, Manfred Deistler, (electronic resource)
The statistical theory of linear systems, E.J. Hannan, Manfred Deistler, (electronic resource)
 Summary
 Originally published in 1988, The Statistical Theory of Linear Systems deals with identification (in the sense of obtaining a model from data) of multiinput and multioutput 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 realvalued 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, datadriven local coordinates, and the results on postmodelselection estimators. It also provides a section of errata and an updated bibliography
 Language
 eng
 Edition
 SIAM ed.
 Extent
 1 electronic text (xvi, 380 p.)
 Note
 Originally published: New York : Wiley, c1988
 Contents

 Preface to the Classics edition
 Introduction to the Classics edition
 Preface
 Index of notations
 ch. 1. Linear systems and stationary processes
 ch. 2. Realization and parameterization of linear dynamic systems
 ch. 3. The Kalman filter
 ch. 4. Maximum likelihood estimation of Armax systems
 ch. 5. Estimating the order of a linear system
 ch. 6. Calculation of the estimates
 ch. 7. Approximation by rational transfer functions
 References
 Author index
 Subject index
 Isbn
 9781611972191
 Label
 The statistical theory of linear systems
 Title
 The statistical theory of linear systems
 Statement of responsibility
 E.J. Hannan, Manfred Deistler
 Language
 eng
 Summary
 Originally published in 1988, The Statistical Theory of Linear Systems deals with identification (in the sense of obtaining a model from data) of multiinput and multioutput 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 realvalued 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, datadriven local coordinates, and the results on postmodelselection estimators. It also provides a section of errata and an updated bibliography
 Additional physical form
 Also available in print version.
 Cataloging source
 CaBNVSL
 Index
 index present
 Literary form
 non fiction
 Nature of contents

 dictionaries
 bibliography
 Series statement
 Classics in applied mathematics
 Series volume
 70
 Target audience
 adult
 Label
 The statistical theory of linear systems, E.J. Hannan, Manfred Deistler, (electronic resource)
 Link
 http://libproxy.rpi.edu/login?url=http://epubs.siam.org/ebooks/siam/classics_in_applied_mathematics/cl70
 Note
 Originally published: New York : Wiley, c1988
 Bibliography note
 Includes bibliographical references and indexes
 Color
 black and white
 Contents
 Preface to the Classics edition  Introduction to the Classics edition  Preface  Index of notations  ch. 1. Linear systems and stationary processes  ch. 2. Realization and parameterization of linear dynamic systems  ch. 3. The Kalman filter  ch. 4. Maximum likelihood estimation of Armax systems  ch. 5. Estimating the order of a linear system  ch. 6. Calculation of the estimates  ch. 7. Approximation by rational transfer functions  References  Author index  Subject index
 http://library.link/vocab/cover_art
 https://contentcafe2.btol.com/ContentCafe/Jacket.aspx?Return=1&Type=S&Value=9781611972191&userID=ebscotest&password=ebscotest
 Dimensions
 unknown
 http://library.link/vocab/discovery_link
 {'f': 'http://opac.lib.rpi.edu/record=b3208697'}
 Edition
 SIAM ed.
 Extent
 1 electronic text (xvi, 380 p.)
 File format
 multiple file formats
 Form of item
 online
 Governing access note
 Restricted to subscribers or individual electronic text purchasers
 Isbn
 9781611972191
 Isbn Type
 (electronic bk.)
 Other physical details
 digital file.
 Publisher number
 CL70
 Reformatting quality
 access
 Specific material designation
 remote
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<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.lib.rpi.edu/portal/ThestatisticaltheoryoflinearsystemsE.J./1TqXlWVJ194/" typeof="WorkExample http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.lib.rpi.edu/portal/ThestatisticaltheoryoflinearsystemsE.J./1TqXlWVJ194/">The statistical theory of linear systems, E.J. Hannan, Manfred Deistler, (electronic resource)</a></span>  <span property="offers" typeOf="Offer"><span property="offeredBy" typeof="Library ll:Library" resource="http://link.lib.rpi.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.lib.rpi.edu/">Rensselaer Libraries</a></span></span></span></span></div>