The Statistical Theory of Linear Systems (Classics in Applied Mathematics): 70 (Classics in Applied Mathematics, Series Number 70) - Image 1

£96.00

Society for Industrial and Applied Mathematics (SIAM) The Statistical Theory of Linear Systems (Classics in Applied Mathematics): 70 (Classics in Applied Mathematics, Series Number 70)

Name: The Statistical Theory of Linear Systems (Classics in Applied Mathematics): 70 (Classics in Applied Mathematics, Series Number 70)
Brand: Society for Industrial and Applied Mathematics (SIAM)
Price: 96.0 GBP
Availability: InStock

Econometrics

Price data checked 7 days ago

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

Pricier than usual. £13 more than the 30-day average — we'd wait.

£96 today · 30-day average £83 · all-time low £81

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 84 days · 84 data points (no recent data)

Historical

Generating forecast…

Price Distribution

Price distribution over 84 days • 4 price levels

Days at Price

Current Price

Price Analysis

Most common price: £81 (41 days, 48.8%)

Price range: £81 - £117

Price levels: 4 different prices over 84 days

Description

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, 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.

Product Specifications

Brand: Society for Industrial and Applied Mathematics (SIAM)
Format: paperback
ASIN: 1611972183
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 26 April 2012
Listed Since: 08 March 2012

Barcode

No barcode data available

Society for Industrial and Applied Mathematics (SIAM) The Statistical Theory of Linear Systems (Classics in Applied Mathematics): 70 (Classics in Applied Mathematics, Series Number 70)

Pricier than usual. £13 more than the 30-day average — we'd wait.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Time Series: Data Analysis and Theory: Series Number 36 (Classics in Applied Mathematics, Series Number 36)

Generalized Inverses of Linear Transformations (Classics in Applied Mathematics)

Iterative Solution of Nonlinear Equations in Several Variables (Classics in Applied Mathematics): 30 (Classics in Applied Mathematics, Series Number 30)

Exact and Approximate Modeling of Linear Systems: A Behavioral Approach (Monographs on Mathematical Modeling and Computation): 11 (Monographs on ... Modeling and Computation, Series Number 11)

Multivariate Time Series With Linear State Space Structure

Introduction to Mathematical Systems Theory: Discrete Time Linear Systems, Control and Identification

Nonlinear System Identification: From Classical Approaches to Neural Networks and Fuzzy Models

A First Course in Order Statistics (Classics in Applied Mathematics): 54 (Classics in Applied Mathematics, Series Number 54)

Selecting and Ordering Populations: A New Statistical Methodology (Classics in Applied Mathematics): 25 (Classics in Applied Mathematics, Series Number 25)

Mathematical Optimization and Economic Theory (Classics in Applied Mathematics): 39 (Classics in Applied Mathematics, Series Number 39)

Foundations of Time Series Analysis and Prediction Theory: 379 (Wiley Series in Probability and Statistics)

Subspace Methods for System Identification (Communications and Control Engineering)

Numerical Linear Algebra on High-Performance Computers (Software, Environments and Tools): 7 (Software, Environments and Tools, Series Number 7)

Linear Ordinary Differential Equations

Linear Systems (Mathematical Engineering)

Gaussian and Non-Gaussian Linear Time Series and Random Fields (Springer Series in Statistics)

Subspace Methods for System Identification (Communications and Control Engineering)

Partially Observable Linear Systems Under Dependent Noises (Systems & Control: Foundations & Applications)

Stabilization of Linear Systems (Systems & Control: Foundations & Applications)

Bayesian Inference of State Space Models: Kalman Filtering and Beyond (Springer Texts in Statistics)

Filtering and System Identification: A Least Squares Approach

Mathematics and Climate

Nonparametric System Identification

Nonlinear Time Scale Systems in Standard and Nonstandard Forms: Analysis and Control (Advances in Design and Control): 26 (Advances in Design and Control, Series Number 26)