Linear Stochastic Systems: A Geometric Approach to Modeling, Estimation and Identification by Anders Lindquist
English | PDF | 2015 | 788 Pages | ISBN : 3662457490 | 8.66 MB
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.