Hannan, E. J. (Edward James), 1921-
The statistical theory of linear systems / E. J. Hannan, Manfred Deistler.
— New York : Wiley, c1988. xiii, 380 p. ; 24 cm. — (Wiley series in probability and mathematical statistics. Probability and mathematical statistics, ISSN 0271-6232)
Incluye referencias bibliográficas (p. 361-370) e índices.
Contenido: 1. Linear systems and stationary processes — 2. Realization and parameterization of linear dynamic systems — 3. The Kalman filter — 4. Maximum likelihood estimation of ARMAX systems — 5. Estimating the order of a linear system — 6. Calculation of the estimates — 7. Approximation by rational transfer functions.
ISBN 047180777X
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