Β Maximizes reader insights into stochastic modeling, estimation, system identification, and time series analysis Reveals the concepts of stochastic state space and state space modeling to unify the idea Supports further exploration through a unified and logically consistent view of the subject
Linear Stochastic Systems: A Geometric Approach to Modeling, Estimation and Identification (Series in Contemporary Mathematics Book 1)
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<p>This book presents a treatise on the theory and modeling of second-order stationary processes, including an exposition on selected application areas that are important in the engineering and applied sciences. The foundational issues regarding stationary processes dealt with in the beginning of th
<p>Fatigue of engineering materials is a very complicated process that is difficult to accurately describe and predict. It is no doubt nowadays, that a fatigue of real materials should be regarded as a random phenomenon and analyzed by use of stochastic theory. This volume of the lectures sumarises