The Statistical Theory of Linear Systems
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9

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Published By Society For Industrial And Applied Mathematics

9781611972184, 9781611972191

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4. Maximum Likelihood Estimation of ARMAX Systems

The Statistical Theory of Linear Systems ◽

10.1137/1.9781611972191.ch4 ◽

2012 ◽

pp. 101-160

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation

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7. Approximation by Rational Transfer Functions

The Statistical Theory of Linear Systems ◽

10.1137/1.9781611972191.ch7 ◽

2012 ◽

pp. 309-359

Keyword(s):

Transfer Functions ◽

Rational Transfer

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Back Matter

The Statistical Theory of Linear Systems ◽

10.1137/1.9781611972191.bm ◽

2012 ◽

pp. 361-380

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5. Estimating the Order of a Linear System

The Statistical Theory of Linear Systems ◽

10.1137/1.9781611972191.ch5 ◽

2012 ◽

pp. 161-222

Keyword(s):

Linear System

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2. Realization and Parameterization of Linear Dynamic Systems

The Statistical Theory of Linear Systems ◽

10.1137/1.9781611972191.ch2 ◽

2012 ◽

pp. 35-87

Keyword(s):

Dynamic Systems ◽

Linear Dynamic Systems ◽

Linear Dynamic

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6. Calculation of the Estimates

The Statistical Theory of Linear Systems ◽

10.1137/1.9781611972191.ch6 ◽

2012 ◽

pp. 223-308

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3. The Kalman Filter

The Statistical Theory of Linear Systems ◽

10.1137/1.9781611972191.ch3 ◽

2012 ◽

pp. 89-99

Keyword(s):

Kalman Filter

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Front Matter

The Statistical Theory of Linear Systems ◽

10.1137/1.9781611972191.fm ◽

2012 ◽

pp. i-xlv ◽

Cited By ~ 1

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1. Linear Systems and Stationary Processes

The Statistical Theory of Linear Systems ◽

10.1137/1.9781611972191.ch1 ◽

2012 ◽

pp. 1-34

Keyword(s):

Linear Systems ◽

Stationary Processes

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