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Springer Linear Stochastic Systems - Geometric Approach Book

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Description

Explore the advanced theory of second-order stationary processes with this comprehensive volume from Springer. Part of the Series in Contemporary Mathematics, this text provides a detailed treatise on modeling, estimation, and identification through a geometric lens. It serves as a foundational resource for those studying the history and refinement of stationary processes, tracing developments from the work of Kolmogorov, Wiener, and Cramer back to the 1940s. This book is designed for researchers and students in engineering and applied sciences. It covers essential topics including the filtering and modeling of stationary random signals and systems. By connecting historical mathematical foundations with modern application areas, this work offers a deep understanding of how stochastic systems function and how they can be effectively modeled in practical scientific environments.

Key Features

Comprehensive theory on the modeling of second-order stationary processes for advanced research.

Detailed coverage of filtering and modeling techniques for stationary random signals and systems.

Historical context including the foundational work of Kolmogorov, Wiener, and Cramer.

Practical application areas relevant to engineering and the applied sciences.

Part of the prestigious Series in Contemporary Mathematics (Volume 1) from Springer.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
11 May 2015
Listed Since
05 November 2014

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