Description

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.

Structure Selection of Stochastic Dynamic Systems

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Hardback by Sandor M. Veres

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This book gives a reliable review on structure selection of stochastic dynamic systems using information criteria AIC, BIC, o and... Read more

    Publisher: Gordon & Breach Science Publishers SA
    Publication Date: 01/01/1991
    ISBN13: 9782881247156, 978-2881247156
    ISBN10: 2881247156

    Number of Pages: 356

    Non Fiction , Technology, Engineering & Agriculture , Education

    Description

    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.

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