From Data to Model
Jan C. Willems
- 13 december 2011
- 9783642750090
Samenvatting:
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.
€ 46,99
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