Structure Selection of Stochastic Dynamic Systems
Regular price
€179.80
14 days return policy
Shipping & Delivery
A01=Sandor M. Veres
asymptotic theory
Author_Sandor M. Veres
automated model validation techniques
Category=PBWL
discrete-time models
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
linear dynamic systems
parameter inference
simulation methods
system identification
Product details
- ISBN 9782881247156
- Weight: 660g
- Dimensions: 152 x 229mm
- Publication Date: 01 Jan 1991
- Publisher: Gordon & Breach Science Publishers SA
- Publication City/Country: NL
- Product Form: Hardback
Secure
checkout
Fast Shipping
Easy returns
This book gives a reliable review on structure selection of stochastic dynamic systems using information criteria AIC, BIC, o and stochastic complexity. After theoretical investigations many simulations are estimators, which illustrate both the effectiveness and the limitations of these methods. The reader can gain his or her own experience on the"working" of many methods (associated with different parameter estimators) using the demonstration disk which can be run on most IBM-compatible personal computers. The book will be helpful to anybody interested in applying automated methods of model-structure selection inn control engineering, in time series analysis or in signal processing.
Sandor M. Veres University of Birmingham, UK
