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

• Main Authors: Lindquist, Anders (Author), Picci, Giorgio (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2015.
• Series: Series in Contemporary Mathematics, 1
• Subjects: 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...