Linear Stochastic Systems A Geometric Approach to Modeling, Estimation and Identification /

• Κύριοι συγγραφείς: Lindquist, Anders (Συγγραφέας), Picci, Giorgio (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2015.
• Σειρά: Series in Contemporary Mathematics, 1
• Θέματα: Mathematics.; System theory.; Probabilities.; Control engineering.; Systems Theory, Control.; Probability Theory and Stochastic Processes.; Control.

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 b...

Πίνακας περιεχομένων:

• 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.