Modelling and application of stochastic processes

edited by Uday B. Desai


  • 1. Nested Orthogonal Realizations for Linear Prediction of Arma Processes.- 2. q-Markov Covariance Equivalent Realizations.- 3. Reduced-Order Modelling of Stochastic Processes with Applications to Estimation.- 4. Generalized Principal Components Analysis and its Application in Approximate Stochastic Realization.- 5. Finite-Data Algorithms for Approximate Stochastic Realization.- 6. Model Reduction Via Balancing, and Connections with Other Methods.- 7. The Scattering Matrix Associated with a Stationary Stochastic Process: System Theoretic Properties and Role in Realization.- 8. Realization and Reduction of S.I.S.O. Nonminimum Phase Stochastic Systems.- 9. On Stochastic Bilinear Systems.- 10. Markov Random Fields for Image Modelling and Analysis.- 11. Smoothing with Blackouts.- 12. Stochastic Bilinear Models and Estimators with Nonlinear Observation Feedback.

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書名 Modelling and application of stochastic processes
著作者等 Desai, Uday B.
出版元 Kluwer Academic
刊行年月 c1986
ページ数 xi, 288 p.
大きさ 24 cm
ISBN 0898381770
NCID BA01035740
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言語 英語
出版国 アメリカ合衆国