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Linear stochastic systems: a geometric approach to modeling, estimation and identification/

Lindquist, Anders.

Linear stochastic systems: a geometric approach to modeling, estimation and identification/ Anders Lindquist, Giorgio Picci. - xv, 783 pages; 24 cm. - Series in Contemporary Mathematics; volume 1 . - Series in contemporary mathematics; 1. .

Includes bibliographical references (pages 761-774) and index.

ISBN: 3662457490 9783662457498 9783662526187

LCCN: 2015936904

Subjects--Topical Terms:
Stochastic systems
Discrete-time systems.
Linear systems.

Dewey Class. No.: 519.2 / L747l

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