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Springer - Modelling and Application of Stochastic Processes

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Description

Master the complexities of stochastic systems with this specialized volume from Springer. While the field of stochastic processes is vast, this book provides a focused study on a specific subset of the subject to ensure depth and clarity for the reader. This text places a strong emphasis on the realization and approximation of stochastic systems. It addresses the growing interest in the stochastic realization problem by gathering recent approaches and algorithms into a single, accessible location. Readers will find detailed information on various methods for realizing linear minimum-phase systems and linear non-minimum-phase systems. Whether you are researching recent algorithmic developments or studying the mathematical foundations of system realization, this book serves as a concentrated resource for understanding how to model and approximate these complex processes effectively.

Key Features

Focused study on the realization and approximation of stochastic systems to provide depth in a vast subject area.

Collection of recent approaches and algorithms designed to solve the stochastic realization problem.

Detailed coverage of various methods for realizing linear minimum-phase systems.

Includes information regarding the realization of linear non-minimum-phase systems.

Provides a concentrated resource for researchers interested in recent developments in stochastic modeling.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
31 October 1986
Listed Since
12 January 2007

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