✦ LIBER ✦

Book review: Subspace Identification for Linear Systems: Theory, Implementation, Applications, P. Van Overschee and B. De Moor, Kluwer Academic Publishers, P.O. Box 17, 3300 Dordrecht, The Netherlands, 1996, ISBN 0-7923-9717-7, xiv+254 pp, Price: £74.75

✍ Scribed by T. McKelvey

Book ID: 101286312
Publisher: John Wiley and Sons
Year: 1998
Tongue: English
Weight: 46 KB
Volume: 12
Category: Article
ISSN: 0890-6327
DOI: 10.1002/(sici)1099-1115(199809)12:6<540::aid-acs505>3.0.co;2-l

No coin nor oath required. For personal study only.

✦ Synopsis

This is a text for a first course in stochastic processes for either undergraduate seniors or first year graduate students. The book covers the usual topics in random processes, linear systems, stationarity, sampling, ergodicity and estimation. Significant treatments of simulation and random fields are also included. Point processes and Markov chains are not covered. The book's strong points are: