Linear Stochastic Systems
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Published By Society For Industrial And Applied Mathematics

9781611974706, 9781611974713

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APPENDIX 3: Harmonic and Related Analysis

Linear Stochastic Systems ◽

10.1137/1.9781611974713.app3 ◽

2018 ◽

pp. 825-835

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CHAPTER 9: Nonstationary System Identification

Linear Stochastic Systems ◽

10.1137/1.9781611974713.ch9 ◽

2018 ◽

pp. 574-605

Keyword(s):

System Identification ◽

Nonstationary System

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CHAPTER 5: System Identification: Foundations and Basic Concepts

Linear Stochastic Systems ◽

10.1137/1.9781611974713.ch5 ◽

2018 ◽

pp. 268-335

Keyword(s):

System Identification ◽

Basic Concepts

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Front Matter

Linear Stochastic Systems ◽

10.1137/1.9781611974713.fm ◽

2018 ◽

pp. i-xvii

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CHAPTER 0: Introduction

Linear Stochastic Systems ◽

10.1137/1.9781611974713.ch0 ◽

2018 ◽

pp. 1-5

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CHAPTER 10: Feedback, Causality, and Closed Loop System Identification

Linear Stochastic Systems ◽

10.1137/1.9781611974713.ch10 ◽

2018 ◽

pp. 606-643

Keyword(s):

System Identification ◽

Closed Loop ◽

Loop System ◽

Closed Loop System

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CHAPTER 6: Least Squares Parameter Estimation

Linear Stochastic Systems ◽

10.1137/1.9781611974713.ch6 ◽

2018 ◽

pp. 336-410

Keyword(s):

Parameter Estimation ◽

Least Squares

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CHAPTER 8: Minimum Prediction Error Identification Methods

Linear Stochastic Systems ◽

10.1137/1.9781611974713.ch8 ◽

2018 ◽

pp. 482-573

Keyword(s):

Prediction Error ◽

Error Identification ◽

Identification Methods

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CHAPTER 7: Maximum Likelihood Estimation of Gaussian ARMAX and State-Space Systems

Linear Stochastic Systems ◽

10.1137/1.9781611974713.ch7 ◽

2018 ◽

pp. 411-481

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

State Space ◽

Likelihood Estimation ◽

Space Systems ◽

State Space Systems

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Back Matter

Linear Stochastic Systems ◽

10.1137/1.9781611974713.bm ◽

2018 ◽

pp. 836-874

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