From Data to Model -
-25% koodilla BOOKS
Toimitus 12-18 arkipäivässä
30 päivän palautusoikeus
The problem of obtaining dynamical models directly from an observed time-series occurs in many fields of application. There are a number of possible approaches to this problem. In this volume a number of such points of view are exposed: the statistical time series approach, a theory of guaranted performance, and finally a deterministic approximation approach. This volume is an out-growth of a number of get- ... Täydellinen kuvaus
Saatat myös pitää
TOP
The Demon-Haunted World: Science as a Candle in the Dark
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
Heart Rate Variability: Science and Strategies for Peak Performance
Marco Altini, Sylvain Laborde, Dan Plews, Emma Mosley
-25% koodilla BOOKS
Loppu
TOP
Many Faces, One Purpose: A Manager's Handbook on Women in Firefighting
U. S. Fire Administration, Homeland Security
-25% koodilla BOOKS
Loppu
TOP
The Gulf Moment: Arab Relations Since 2011
Florence Gaub, U. S. Army War College, Strategic Studies Institute
-25% koodilla BOOKS
Loppu
TOP
Introduction to Algorithms
Ronald L. Rivest, Charles E. Leiserson, Clifford Stein, Thomas H. Cormen
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
Thinking in Systems: International Bestseller
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
101 Things I Learned in Architecture School
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
Skin in the Game: Hidden Asymmetries in Daily Life
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
Dinosaurs and Prehistoric Life: The Definitive Visual Guide to Prehistoric Animals
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
International Economics: Theory and Policy, Global Edition
Paul Krugman, Maurice Obstfeld, Marc Melitz
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
Nudge: Improving Decisions About Health, Wealth and Happiness
Cass R Sunstein, Richard H. Thaler
-25% koodilla BOOKS
Varastossa
TOP
Crossing Borders: About the birth of the Consortium of European Research Libraries, the organisation's early years and its path to maturity, spanning the period from the late twentieth century to the first decades of the twenty-first century
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
The Code Book: The Science of Secrecy from Ancient Egypt to Quantum Cryptography
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
Cybernetics: Second Edition: Or the Control and Communication in the Animal and the Machine
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
The Unaccountability Machine: Why Big Systems Make Terrible Decisions
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
Only Dull People Are Brilliant at Breakfast
-24% koodilla BOOKS
Toimittajalla varastossa
TOP
The Dictionary of Obscure Sorrows
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
Einhundert Zitate Female Edition: Ein Postkartenbuch mit 100 Zitaten
-25% koodilla BOOKS
Toimittajalla varastossa
Kuvaus
The problem of obtaining dynamical models directly from an observed time-series occurs in many fields of application. There are a number of possible approaches to this problem. In this volume a number of such points of view are exposed: the statistical time series approach, a theory of guaranted performance, and finally a deterministic approximation approach. This volume is an out-growth of a number of get-togethers sponsered by the Systems and Decision Sciences group of the International Institute of Applied Systems Analysis (IIASA) in Laxenburg, Austria. The hospitality and support of this organization is gratefully acknowledged. Jan Willems Groningen, the Netherlands May 1989 TABLE OF CONTENTS Linear System Identification- A Survey page 1 M. Deistler A Tutorial on Hankel-Norm Approximation 26 K. Glover A Deterministic Approach to Approximate Modelling 49 C. Heij and J. C. Willems Identification - a Theory of Guaranteed Estimates 135 A. B. Kurzhanski Statistical Aspects of Model Selection 215 R. Shibata Index 241 Addresses of Authors 246 LINEAR SYSTEM IDENTIFICATION· A SURVEY M. DEISTLER Abstract In this paper we give an introductory survey on the theory of identification of (in general MIMO) linear systems from (discrete) time series data. The main parts are: Structure theory for linear systems, asymptotic properties of maximum likelihood type estimators, estimation of the dynamic specification by methods based on information criteria and finally, extensions and alternative approaches such as identification of unstable systems and errors-in-variables. Keywords Linear systems, parametrization, maximum likelihood estimation, information criteria, errors-in-variables.
Lisätietoja
| Julkaisija | Springer Berlin Heidelberg |
|---|---|
| Julkaisuvuosi | 2011 |
| Kannen tyyppi | Pehmeäkantinen |
| EAN | 9783642750090 |