The Statistical Theory of Linear Systems by E. J. Hannan, Manfred Deistler

The Statistical Theory of Linear Systems

Classics in Applied Mathematics

E. J. Hannan, Manfred Deistler

400 pages missing pub info (editions)

nonfiction business mathematics science challenging informative medium-paced
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Originally published in 1988, this classic text treats the identification of noisy (multi-input and multi-output) linear systems, particularly systems in ARMAX and state space form. The book covers structure theory, including identifiability, real...

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