{"product_id":"the-statistical-theory-of-linear-systems-paperback-softback-9781611972184","title":"The Statistical Theory of Linear Systems (Paperback \/ softback) 9781611972184","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eThe Statistical Theory of Linear Systems\u003c\/font\u003e\u003cbr\u003e\r\n\r\n\r\n\u003c\/p\u003e\n\u003cp\u003e\u003cem\u003eAn updated edition of a classic text treating the identification of noisy linear systems, interweaving structure theory and statistical analysis.\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eE.j. Hannan (Author), Manfred Deistler (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9781611972184\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003ePaperback \/ softback, published 30 April 2012\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e425 pages\u003cbr\u003e22.9 x 15.2 x 2 cm, 0.59 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003eOriginally 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, realisation and parameterisation of linear systems; analysis of topological and geometrical properties of parameter spaces and parameterisations for estimation and model selection; Gaussian maximum likelihood estimation of real-valued parameters of linear systems; model selection; calculation of estimates; and approximation by rational transfer functions. This edition includes an extensive new introduction that outlines developments since the book's original publication, such as subspace identification, data-driven local coordinates and the results on post-model-selection estimators. It also provides a section of errata and an updated bibliography. Researchers and graduate students studying time series statistics, systems identification, econometrics and signal processing will find this book useful for its interweaving of foundational information on structure theory and statistical analysis of linear systems.\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003ePreface to the Classics edition\u003cbr\u003e Introduction to the Classics edition\u003cbr\u003e Preface\u003cbr\u003e Index of notations\u003cbr\u003e 1. Linear systems and stationary processes\u003cbr\u003e 2. Realization and parameterization of linear dynamic systems\u003cbr\u003e 3. The Kalman filter\u003cbr\u003e 4. Maximum likelihood estimation of ARMAX systems\u003cbr\u003e 5. Estimating the order of a linear system\u003cbr\u003e 6. Calculation of the estimates\u003cbr\u003e 7. Approximation by rational transfer functions\u003cbr\u003e References\u003cbr\u003e Author index\u003cbr\u003e Subject index.\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Miscellaneous items [\u003ca title=\"See our other books on Miscellaneous items\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Miscellaneous%20items%20%5BWZ%5D%22\"\u003eWZ\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"MP–SIA SIAM – Society for Industrial and Applied M","offers":[{"title":"Brand New","offer_id":52446176248088,"sku":"9781611972184","price":74.99,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/files\/9781611972184i.jpg?v=1785110838","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/the-statistical-theory-of-linear-systems-paperback-softback-9781611972184","provider":"Freshly Printed Books","version":"1.0","type":"link"}