Structure Selection of Stochastic Dynamic SystemsCRC Press, 1991. gada 1. janv. - 356 lappuses 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. |
No grāmatas satura
1.–5. rezultāts no 43.
... Transfer Function Estimation for ARMAX Processes 5.6 Comparison of the Likelihood Ratio and Lagrange Multiplier Tests 173 201 67 89 95 108 250 65 5 0 2 0 22 222 2 535 125 145 146 168 177 190 1588 8 6 . 6.1 6.2 Continuous Time Linear Models.
... Continuous Time Processes 272 6.4 Structural Change between Continuous Time and Sampled Models 277 Appendix A. Some Results on Martingale Convergence 281 Appendix B. Some Simple Pascal Routines 295 Appendix C. Demonstration Programs 309 ...
Atvainojiet, šīs lappuses saturs ir ierobežots..
Atvainojiet, šīs lappuses saturs ir ierobežots..
Atvainojiet, šīs lappuses saturs ir ierobežots..
Saturs
Introduction | 1 |
1588 | 2 |
Preliminaries | 9 |
Asymptotic Theory for DiscreteTime Models | 65 |
Model Structure Validation | 147 |
2 | 173 |
3 | 272 |
Appendix A Some Results on Martingale Convergence | 281 |
Appendix B Some Simple Pascal Routines | 295 |
Demonstration Programs | 309 |
321 | |
329 | |
335 | |
337 | |
Bieži izmantoti vārdi un frāzes
Populāri fragmenti
Atsauces uz šo grāmatu
Identification of Parametric Models: From Experimental Data Eric Walter,Luc Pronzato Fragmentu skats - 1997 |
Identification and System Parameter Estimation: Selected Papers ..., 1-2. sējumi Fragmentu skats - 1992 |