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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)
Resource Information
The item The statistical theory of linear systems, E.J. Hannan, Manfred Deistler, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Boston University Libraries.This item is available to borrow from all library branches.
Resource Information
The item The statistical theory of linear systems, E.J. Hannan, Manfred Deistler, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Boston University Libraries.
This item is available to borrow from all library branches.
 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 online resource (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
 Cataloging source
 CaBNVSL
 http://library.link/vocab/creatorDate
 1921
 http://library.link/vocab/creatorName
 Hannan, E. J.
 Index
 index present
 LC call number
 QA402
 LC item number
 .H333 2012eb
 Literary form
 non fiction
 Nature of contents

 dictionaries
 bibliography
 http://library.link/vocab/relatedWorkOrContributorName

 Deistler, M.
 Society for Industrial and Applied Mathematics
 Series statement
 Classics in applied mathematics
 Series volume
 70
 http://library.link/vocab/subjectName

 System identification
 Linear systems
 Discretetime systems
 Target audience
 adult
 Label
 The statistical theory of linear systems, E.J. Hannan, Manfred Deistler, (electronic resource)
 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
 Dimensions
 unknown
 Edition
 SIAM ed.
 Extent
 1 online resource (xvi, 380 p.)
 File format
 multiple file formats
 Form of item
 online
 Isbn
 9781611972191
 Publisher number
 CL70
 Reformatting quality
 access
 Specific material designation
 remote
 System control number

 (CaBNVSL)thg00902350
 (SIAM)9781611972191
 Label
 The statistical theory of linear systems, E.J. Hannan, Manfred Deistler, (electronic resource)
 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
 Dimensions
 unknown
 Edition
 SIAM ed.
 Extent
 1 online resource (xvi, 380 p.)
 File format
 multiple file formats
 Form of item
 online
 Isbn
 9781611972191
 Publisher number
 CL70
 Reformatting quality
 access
 Specific material designation
 remote
 System control number

 (CaBNVSL)thg00902350
 (SIAM)9781611972191
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