This volume discusses closely the making of good models from observations, offering an interdisciplinary treatment of the subject. Focusing on linear dynamic systems evolving in discrete time, it examines their importance in the development of new applications in various fields, pointing out their interconnections and potential use for workers in several disciplines. Discussions cover the significant progress made in understanding the algebraic and topological structure of linear dynamic systems, work originating in the fields of systems and control engineering, the application of the scalar output case in modelling, the development of algorithms for on-line and real-time calculations, and recent work by statistical time-series analysts on theory and algorithms for off-line calculation. The required asymptotic theory associated with estimation procedures is also examined.
- ISBN10 047180777X
- ISBN13 9780471807773
- Publish Date 1 April 1988
- Publish Status Out of Stock
- Out of Print 8 October 2008
- Publish Country US
- Imprint John Wiley & Sons Inc
- Format Hardcover
- Pages 380
- Language English