Linear Stochastic Systems with Constant Coefficients: A Statistical Approach

Linear Stochastic Systems with Constant Coefficients: A Statistical Approach

by M. Arato

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Product Details

ISBN-13: 9783540120902
Publisher: Springer Berlin Heidelberg
Publication date: 12/14/1982
Series: Lecture Notes in Control and Information Sciences , #45
Pages: 311
Product dimensions: 6.69(w) x 9.61(h) x (d)

Table of Contents

Case studies, problems and their statistical investigation.- Elementary Gaussian processes.- The maximum likelihood estimators and their distributions in the one dimensional case.- The multi-dimensional processes.

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