Linear Stochastic Systems

A Geometric Approach to Modeling, Estimation and Identification

Nonfiction, Science & Nature, Science, Other Sciences, System Theory, Mathematics, Statistics, Reference & Language, Reference
Cover of the book Linear Stochastic Systems by Anders Lindquist, Giorgio Picci, Springer Berlin Heidelberg
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Anders Lindquist, Giorgio Picci ISBN: 9783662457504
Publisher: Springer Berlin Heidelberg Publication: April 24, 2015
Imprint: Springer Language: English
Author: Anders Lindquist, Giorgio Picci
ISBN: 9783662457504
Publisher: Springer Berlin Heidelberg
Publication: April 24, 2015
Imprint: Springer
Language: English

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, Cramér 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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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, Cramér 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.

More books from Springer Berlin Heidelberg

Cover of the book Quantum Information, Computation and Cryptography by Anders Lindquist, Giorgio Picci
Cover of the book Decompression — Decompression Sickness by Anders Lindquist, Giorgio Picci
Cover of the book Algebras, Quivers and Representations by Anders Lindquist, Giorgio Picci
Cover of the book Molecular Imaging in Oncology by Anders Lindquist, Giorgio Picci
Cover of the book Debora - Trainingsmanual Rückenschmerzkompetenz und Depressionsprävention by Anders Lindquist, Giorgio Picci
Cover of the book Simulations of Dark Energy Cosmologies by Anders Lindquist, Giorgio Picci
Cover of the book CT- and MR-Guided Interventions in Radiology by Anders Lindquist, Giorgio Picci
Cover of the book Toll-like Receptors: Roles in Infection and Neuropathology by Anders Lindquist, Giorgio Picci
Cover of the book Coping with Climate Change by Anders Lindquist, Giorgio Picci
Cover of the book Wärme- und Stoffübertragung by Anders Lindquist, Giorgio Picci
Cover of the book Logic, Language, Information, and Computation by Anders Lindquist, Giorgio Picci
Cover of the book Urban Models and Public-Private Partnership by Anders Lindquist, Giorgio Picci
Cover of the book Self Organized Nanostructures of Amphiphilic Block Copolymers II by Anders Lindquist, Giorgio Picci
Cover of the book Angiography in Cerebro-Arterial Occlusive Diseases by Anders Lindquist, Giorgio Picci
Cover of the book Spatiotemporal Processes of Plant Phenology by Anders Lindquist, Giorgio Picci
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy