Structure Selection of Stochastic Dynamic Systems: 1st Edition (Hardback) book cover

Structure Selection of Stochastic Dynamic Systems

1st Edition

By Sandor M. Veres

CRC Press

356 pages

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Hardback: 9782881247156
pub: 1991-01-01
$230.00
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Description

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.

Subject Categories

BISAC Subject Codes/Headings:
MAT000000
MATHEMATICS / General
MAT003000
MATHEMATICS / Applied
MAT029010
MATHEMATICS / Probability & Statistics / Bayesian Analysis