Книга Modelling and Application of Stochastic Processes Uday B. Desai

Modelling and Application of Stochastic Processes

Автор: Uday B. Desai
Език: Английски език
Корици: С меки корици
Наличност: Външен склад
Изпращаме след 5-8 дни
157.60 308.24 лв
The subject of modelling and application of stochastic processes is too vast to be exhausted in a si...

Информация за книгата

Автор
Език
Английски език
Корици
Книга - С меки корици
Издадена
2011
страници
288
EAN
9781461294009
ISBN
1461294002
Enbook ID
02174618
Теглоt
474
Размери
155 x 235 x 17

Пълно описание

The subject of modelling and application of stochastic processes is too vast to be exhausted in a single volume. In this book, attention is focused on a small subset of this vast subject. The primary emphasis is on realization and approximation of stochastic systems. Recently there has been considerable interest in the stochastic realization problem, and hence, an attempt has been made here to collect in one place some of the more recent approaches and algorithms for solving the stochastic realiza tion problem. Various different approaches for realizing linear minimum-phase systems, linear nonminimum-phase systems, and bilinear systems are presented. These approaches range from time-domain methods to spectral-domain methods. An overview of the chapter contents briefly describes these approaches. Also, in most of these chapters special attention is given to the problem of developing numerically ef ficient algorithms for obtaining reduced-order (approximate) stochastic realizations. On the application side, chapters on use of Markov random fields for modelling and analyzing image signals, use of complementary models for the smoothing problem with missing data, and nonlinear estimation are included. Chapter 1 by Klein and Dickinson develops the nested orthogonal state space realization for ARMA processes. As suggested by the name, nested orthogonal realizations possess two key properties; (i) the state variables are orthogonal, and (ii) the system matrices for the (n + l)st order realization contain as their "upper" n-th order blocks the system matrices from the n-th order realization (nesting property).

Може също да ви хареса

Model World

Michael Chabon
11.52 22.53 лв

Summer Sons

Lee Mandelo

Marine Biology

Timothy Garner
126.14 246.71 лв
7.36 14.39 лв

Divided We Stand

WILLIAM DE BERG
21.64 42.32 лв
36.67 71.71 лв

Mentoring 101

John C. Maxwell
13.17 25.76 лв
20.64 40.36 лв
7.01 13.71 лв
36.17 70.73 лв

International Law Reports: Volume 134

Elihu LauterpachtC. J. GreenwoodA. G OppenheimerKaren Lee
177.39 346.94 лв

Клиенти, които купиха тази книга, купиха също

Narodí se Ježíš

neuvedený autor
1.50 2.93 лв

Labyrinth

Pierre Bohemien
11.67 22.82 лв

Akte Luftballon

Stefanie Wally
11.22 21.94 лв
63.87 124.92 лв

Pola z ulicy Czereśniowej

Rotraut Susanne Berner
6.46 12.63 лв