Name: Structure Selection of Stochastic Dynamic Systems
SKU: 25806432
Price: 8019.00 TWD
Availability: InStock
Author: Veres, Sandor M.
ISBN: 9782881247156

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portada Structure Selection of Stochastic Dynamic Systems

Structure Selection of Stochastic Dynamic Systems

Type

Physical Book

Author

Sandor M. Veres

Publisher

CRC Press

Year

1991

Language

English

Pages

356

Format

Hardcover

ISBN

2881247156

ISBN13

9782881247156

Synopsis "Structure Selection of Stochastic Dynamic Systems"

This book gives a reliable review on structure selection of stochastic dynamic systems using information criteria AIC, BIC, o and stochastic complexity. After theoretical investigations many simulations are estimators, which illustrate both the effectiveness and the limitations of these methods. The reader can gain his or her own experience on the"working" of many methods (associated with different parameter estimators) using the demonstration disk which can be run on most IBM-compatible personal computers. The book will be helpful to anybody interested in applying automated methods of model-structure selection inn control engineering, in time series analysis or in signal processing.

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Structure Selection of Stochastic Dynamic Systems - Veres, Sandor M.

Synopsis "Structure Selection of Stochastic Dynamic Systems"

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