The Statistical Theory of Linear Systems
Language: English
Published by Society for Industrial and Applied Mathematics,U.S., US, 2012
Series: Book 105 of 358 - Wiley Series in Probability and Statistics
- Softcover
- New
Seller: Rarewaves.com USA, London, London, United KingdomRarewaves.com USA
AbeBooks seller since June 11, 2025
Condition: New
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Add to basketItem description from seller
Originally published in 1988, The Statistical Theory of Linear Systems deals with identification (in the sense of obtaining a model from data) of multi-input and multi-output 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 real-valued parameters of linear systems, with an emphasis on asymptotic theoryModel selection, in particular order estimation, by information criteria such as AIC or BIC, with an emphasis on asymptotic theory.Procedures for calculation of estimates.Approximation by rational functions.
Seller Inventory # LU-9781611972184
- Title
- The Statistical Theory of Linear Systems
- Author
- Manfred Deistler, E.J. Hannan
- Publisher
- Society for Industrial and Applied Mathematics,U.S., US
- Publication year
- 2012
- Condition
- New
- Binding
- Paperback
- Language
- English
- ISBN 10
- 1611972183
- ISBN 13
- 9781611972184
- Item weight
- 580 grams
- Series
- Book 105 of 358: Wiley Series in Probability and Statistics
"Synopsis" may belong to another edition of this title.
About the Author
Manfred Deistler is Emeritus Professor at the Vienna University of Technology. He is a Fellow of the Econometric Society, the IEEE and the Journal of Econometrics. He is also a member of the Austrian Academy of Sciences.
"About the title" may belong to another edition of this title.
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