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Linear Stochastic Systems with Constant Coefficients

A Statistical Approach

  • Book
  • © 1982

Overview

Editors:
  1. M. Arató
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Part of the book series: Lecture Notes in Control and Information Sciences (LNCIS, volume 45)

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Table of contents (4 chapters)

  1. Front Matter

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  2. Case studies, problems and their statistical investigation

    Pages 1-94

  3. Elementary Gaussian processes

    Pages 95-168

  4. The maximum likelihood estimators and their distributions in the one dimensional case

    Pages 169-220

  5. The multi-dimensional processes

    Pages 221-262

  6. Back Matter

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Keywords

Bibliographic Information

  • Book Title: Linear Stochastic Systems with Constant Coefficients

  • Book Subtitle: A Statistical Approach

  • Editors: M. Arató

  • Series Title: Lecture Notes in Control and Information Sciences

  • DOI: https://doi.org/10.1007/BFb0043631

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1982

  • Softcover ISBN: 978-3-540-12090-2Published: 01 December 1982

  • eBook ISBN: 978-3-540-39529-4Published: 11 April 2006

  • Series ISSN: 0170-8643

  • Series E-ISSN: 1610-7411

  • Edition Number: 1

  • Number of Pages: IX, 311

  • Number of Illustrations: 1 b/w illustrations

  • Topics: Probability Theory and Stochastic Processes

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