Visit our Christmas Gift Finder
Click & Collect from 2 Hours*
Free Delivery to UK Shops
Free UK Standard Delivery On all orders £20 and over Free Delivery to UK Shops Local shops and expert booksellers nationwide Free Click & Collect to UK shops From 2 hours of your order*
From Data to Model (Hardback)
  • From Data to Model (Hardback)
zoom

From Data to Model (Hardback)

(editor)
£72.00
Hardback 246 Pages / Published: 17/10/1989
  • Not available

This product is currently unavailable.

  • This item has been added to your basket
The problem of obtaining dynamical models directly from an observed time-series occurs in many fields of application. There are a number of possible approaches to this problem. In this volume a number of such points of view are exposed: the statistical time series approach, a theory of guaranted performance, and finally a deterministic approximation approach. This volume is an out-growth of a number of get-togethers sponsered by the Systems and Decision Sciences group of the International Institute of Applied Systems Analysis (IIASA) in Laxenburg, Austria. The hospitality and support of this organization is gratefully acknowledged. Jan Willems Groningen, the Netherlands May 1989 TABLE OF CONTENTS Linear System Identification- A Survey page 1 M. Deistler A Tutorial on Hankel-Norm Approximation 26 K. Glover A Deterministic Approach to Approximate Modelling 49 C. Heij and J. C. Willems Identification - a Theory of Guaranteed Estimates 135 A. B. Kurzhanski Statistical Aspects of Model Selection 215 R. Shibata Index 241 Addresses of Authors 246 LINEAR SYSTEM IDENTIFICATION. A SURVEY M. DEISTLER Abstract In this paper we give an introductory survey on the theory of identification of (in general MIMO) linear systems from (discrete) time series data. The main parts are: Structure theory for linear systems, asymptotic properties of maximum likelihood type estimators, estimation of the dynamic specification by methods based on information criteria and finally, extensions and alternative approaches such as identification of unstable systems and errors-in-variables. Keywords Linear systems, parametrization, maximum likelihood estimation, information criteria, errors-in-variables."

Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN: 9783540515715
Number of pages: 246
Weight: 525 g

You may also be interested in...

Small Is Beautiful
Added to basket
Capital
Added to basket
£3.99
Paperback
Basic Economics
Added to basket
£30.00
Hardback
Capital
Added to basket
£16.99
Paperback
The Theory of Moral Sentiments
Added to basket
Conspicuous Consumption
Added to basket
The Worldly Philosophers
Added to basket
Capitalism: A Very Short Introduction
Added to basket
Cooperative Enterprise
Added to basket
Capitalism and Freedom
Added to basket
The Essential Keynes
Added to basket
The Wealth of Nations
Added to basket
Development as Freedom
Added to basket
Efficiently Inefficient
Added to basket

Please sign in to write a review

Your review has been submitted successfully.