The statistical theory of linear systems
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The work The statistical theory of linear systems represents a distinct intellectual or artistic creation found in Boston University Libraries. This resource is a combination of several types including: Work, Language Material, Books.
The Resource
The statistical theory of linear systems
Resource Information
The work The statistical theory of linear systems represents a distinct intellectual or artistic creation found in Boston University Libraries. This resource is a combination of several types including: Work, Language Material, Books.
 Label
 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
 Index
 index present
 LC call number
 QA402
 LC item number
 .H333 2012eb
 Literary form
 non fiction
 Nature of contents

 dictionaries
 bibliography
 Series statement
 Classics in applied mathematics
 Series volume
 70
 Target audience
 adult
Context
Context of The statistical theory of linear systemsWork of
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