Linear stochastic systems = a geomet...
Lindquist, Anders.

FindBook      Google Book      Amazon      博客來     
  • Linear stochastic systems = a geometric approach to modeling, estimation and identification /
  • 紀錄類型: 書目-電子資源 : Monograph/item
    正題名/作者: Linear stochastic systems/ by Anders Lindquist, Giorgio Picci.
    其他題名: a geometric approach to modeling, estimation and identification /
    作者: Lindquist, Anders.
    其他作者: Picci, Giorgio.
    出版者: Berlin, Heidelberg :Springer Berlin Heidelberg : : 2015.,
    面頁冊數: xv, 781 p. :ill., digital ;24 cm.
    內容註: 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
    標題: Stochastic systems. -
    電子資源: http://dx.doi.org/10.1007/978-3-662-45750-4
    ISBN: 9783662457504 (electronic bk.)
館藏地:  出版年:  卷號: 
館藏
  • 1 筆 • 頁數 1 •
 
W9270355 電子資源 11.線上閱覽_V 電子書 EB QA402 .L747 2015 一般使用(Normal) 在架 0
  • 1 筆 • 頁數 1 •
多媒體
評論
Export
取書館
 
 
變更密碼
登入