Structure Selection of Stochastic Dynamic Systems: The Information Criterion Approach - Couverture rigide

Veres, Sandor M.

Couverture rigide

ISBN 10 : 2881247156 ISBN 13 : 9782881247156

Editeur : Gordon & Breach Science Publishers SA, 1991

Synopsis

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.

A propos du livre

À propos de l?auteur

Sandor M. Veres University of Birmingham, UK

Détails de l'édition

• Éditeur: Gordon & Breach Science Publishers SA
• Date d'édition: 1991
• Langue: anglais
• ISBN 10: 2881247156
• ISBN 13: 9782881247156
• Reliure: Relié
• Nombre de pages: 356
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible