東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

Linear stochastic systems = a geomet...

Lindquist, Anders.

Linked to FindBook

Google Book

Amazon

博客來

Linear stochastic systems = a geometric approach to modeling, estimation and identification /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Linear stochastic systems/ by Anders Lindquist, Giorgio Picci.
Reminder of title:	a geometric approach to modeling, estimation and identification /
Author:	Lindquist, Anders.
other author:	Picci, Giorgio.
Published:	Berlin, Heidelberg :Springer Berlin Heidelberg : : 2015.,
Description:	xv, 781 p. :ill., digital ;24 cm.
[NT 15003449]:	Introduction -- Geometry of Second-Order Random Processes -- Spectral Representation of Stationary Processes -- Innovations, Wold Decomposition, and Spectral Factorization -- Wold Decomposition and Spectral Factorization in Continuous Time -- Linear Finite-Dimensional Stochastic Systems -- The Geometry of Splitting Subspaces -- Markovian Representations -- Proper Markovian Representations in Hardy Space -- Stochastic Realization Theory in Continuous Time -- Stochastic Balancing and Model Reduction -- Finite-Interval Stochastic Realization and Partial Realization Theory -- Subspace Identification for Time Series -- Zero Dynamics and the Geometry of the Riccati Inequality -- Smoothing and Interpolation -- Acausal Linear Stochastic Models and Spectral Factorization -- Stochastic Systems with Inputs -- Appendix A. Basic Principles of Deterministic Realization Theory -- Appendix B. Some Topics in Linear Algebra and Hilbert Space Theory.
Contained By:	Springer eBooks
Subject:	Stochastic systems. -
Online resource:	http://dx.doi.org/10.1007/978-3-662-45750-4
ISBN:	9783662457504 (electronic bk.)

Linear stochastic systems = a geometric approach to modeling, estimation and identification /
Lindquist, Anders.

Linear stochastic systemsa geometric approach to modeling, estimation and identification /[electronic resource] :by Anders Lindquist, Giorgio Picci. - Berlin, Heidelberg :Springer Berlin Heidelberg :2015. - xv, 781 p. :ill., digital ;24 cm. - Series in contemporary mathematics,v.12364-009X ;. - Series in contemporary mathematics ;v.1..

Introduction -- Geometry of Second-Order Random Processes -- Spectral Representation of Stationary Processes -- Innovations, Wold Decomposition, and Spectral Factorization -- Wold Decomposition and Spectral Factorization in Continuous Time -- Linear Finite-Dimensional Stochastic Systems -- The Geometry of Splitting Subspaces -- Markovian Representations -- Proper Markovian Representations in Hardy Space -- Stochastic Realization Theory in Continuous Time -- Stochastic Balancing and Model Reduction -- Finite-Interval Stochastic Realization and Partial Realization Theory -- Subspace Identification for Time Series -- Zero Dynamics and the Geometry of the Riccati Inequality -- Smoothing and Interpolation -- Acausal Linear Stochastic Models and Spectral Factorization -- Stochastic Systems with Inputs -- Appendix A. Basic Principles of Deterministic Realization Theory -- Appendix B. Some Topics in Linear Algebra and Hilbert Space Theory.

This book presents a treatise on the theory and modeling of second-order stationary processes, including an exposition on selected application areas that are important in the engineering and applied sciences. The foundational issues regarding stationary processes dealt with in the beginning of the book have a long history, starting in the 1940s with the work of Kolmogorov, Wiener, Cramer and his students, in particular Wold, and have since been refined and complemented by many others. Problems concerning the filtering and modeling of stationary random signals and systems have also been addressed and studied, fostered by the advent of modern digital computers, since the fundamental work of R.E. Kalman in the early 1960s. The book offers a unified and logically consistent view of the subject based on simple ideas from Hilbert space geometry and coordinate-free thinking. In this framework, the concepts of stochastic state space and state space modeling, based on the notion of the conditional independence of past and future flows of the relevant signals, are revealed to be fundamentally unifying ideas. The book, based on over 30 years of original research, represents a valuable contribution that will inform the fields of stochastic modeling, estimation, system identification, and time series analysis for decades to come. It also provides the mathematical tools needed to grasp and analyze the structures of algorithms in stochastic systems theory.

ISBN: 9783662457504 (electronic bk.)

Standard No.: 10.1007/978-3-662-45750-4doiSubjects--Topical Terms:

663177
Stochastic systems.

LC Class. No.: QA402

Dewey Class. No.: 519.2

Linear stochastic systems = a geometric approach to modeling, estimation and identification /
LDR:03512nmm m2200337 m 4500 001 2001876
003 DE-He213
005 20151117150532.0
006 m d
007 cr nn 008maaau
008 151215s2015 gw s 0 eng d
020 $a 9783662457504 (electronic bk.)
020 $a 9783662457498 (paper)
024 7 $a 10.1007/978-3-662-45750-4 $2 doi
035 $a 978-3-662-45750-4
040 $a GP $c GP
041 0 $a eng
050 4 $a QA402
072 7 $a GPFC $2 bicssc
072 7 $a SCI064000 $2 bisacsh
072 7 $a TEC004000 $2 bisacsh
082 0 4 $a 519.2 $2 23
090 $a QA402 $b .L747 2015
100 1 $a Lindquist, Anders. $3 893866
245 1 0 $a Linear stochastic systems $h [electronic resource] : $b a geometric approach to modeling, estimation and identification / $c by Anders Lindquist, Giorgio Picci.
260 $a Berlin, Heidelberg : $b Springer Berlin Heidelberg : $b Imprint: Springer, $c 2015.
300 $a xv, 781 p. : $b ill., digital ; $c 24 cm.
490 1 $a Series in contemporary mathematics, $x 2364-009X ; $v v.1
505 0 $a Introduction -- Geometry of Second-Order Random Processes -- Spectral Representation of Stationary Processes -- Innovations, Wold Decomposition, and Spectral Factorization -- Wold Decomposition and Spectral Factorization in Continuous Time -- Linear Finite-Dimensional Stochastic Systems -- The Geometry of Splitting Subspaces -- Markovian Representations -- Proper Markovian Representations in Hardy Space -- Stochastic Realization Theory in Continuous Time -- Stochastic Balancing and Model Reduction -- Finite-Interval Stochastic Realization and Partial Realization Theory -- Subspace Identification for Time Series -- Zero Dynamics and the Geometry of the Riccati Inequality -- Smoothing and Interpolation -- Acausal Linear Stochastic Models and Spectral Factorization -- Stochastic Systems with Inputs -- Appendix A. Basic Principles of Deterministic Realization Theory -- Appendix B. Some Topics in Linear Algebra and Hilbert Space Theory.
520 $a This book presents a treatise on the theory and modeling of second-order stationary processes, including an exposition on selected application areas that are important in the engineering and applied sciences. The foundational issues regarding stationary processes dealt with in the beginning of the book have a long history, starting in the 1940s with the work of Kolmogorov, Wiener, Cramer and his students, in particular Wold, and have since been refined and complemented by many others. Problems concerning the filtering and modeling of stationary random signals and systems have also been addressed and studied, fostered by the advent of modern digital computers, since the fundamental work of R.E. Kalman in the early 1960s. The book offers a unified and logically consistent view of the subject based on simple ideas from Hilbert space geometry and coordinate-free thinking. In this framework, the concepts of stochastic state space and state space modeling, based on the notion of the conditional independence of past and future flows of the relevant signals, are revealed to be fundamentally unifying ideas. The book, based on over 30 years of original research, represents a valuable contribution that will inform the fields of stochastic modeling, estimation, system identification, and time series analysis for decades to come. It also provides the mathematical tools needed to grasp and analyze the structures of algorithms in stochastic systems theory.
650 0 $a Stochastic systems. $3 663177
650 0 $a Discrete-time systems. $3 646550
650 0 $a Linear systems. $3 560923
650 1 4 $a Mathematics. $3 515831
650 2 4 $a Systems Theory, Control. $3 893834
650 2 4 $a Probability Theory and Stochastic Processes. $3 891080
650 2 4 $a Operator Theory. $3 897311
700 1 $a Picci, Giorgio. $3 2145801
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer eBooks
830 0 $a Series in contemporary mathematics ; $v v.1. $3 2145802
856 4 0 $u http://dx.doi.org/10.1007/978-3-662-45750-4
950 $a Mathematics and Statistics (Springer-11649)