Presenting statistical and stochastic methods for the analysis and design of technological systems in engineering and applied areas, this work documents developments in statistical modelling, identification, estimation and signal processing. The book covers such topics as subspace methods, stochastic realization, state space modelling, and identification and parameter estimation.

chapter 1|36 pages

Stochastic Realization and System Identification

ByGiorgio Picci

chapter 2|46 pages

General State Space Modeling

ByWill Gersch, Genshiro Kitagawa

chapter 3|38 pages

Canonical Variate Analysis in Control and Signal Processing

ByWallace E. Larimore

chapter 4|28 pages

Models in Generalized MA Form for Identification of Continuous-Time Systems

ByGanti Prasada Rao, A. V. B. Subrahmanyam

chapter 5|30 pages

Multiresolution Approach to Identification of System Impulse Response

ByZi-Jiang Yang, Setsuo Sagara, Teruo Tsuji

chapter 6|38 pages

Comparative Study of Rank Test Methods for ARMA Order Estimation

ByJoakim Sorelius, Torsten Soderstrom, Petre Stoica, Mats Cedervall

chapter 7|22 pages

A MAP Recursive Nonlinear Filtering

ByShin Ichi Aihara, Arunabha Bagchi

chapter 8|18 pages

Stochastic Properties of the H^ Filter

ByKiyotsugu Takaba, Tohru Katayama

chapter 15|32 pages

Bayesian Approaches for Robust Array Signal Processing

ByA. Lee Swindlehurst, Mats Viberg

chapter 16|22 pages

Selected Stochastic Methods and Signal Processing Used in

ByRadar Systems T. Sen Lee

chapter 17|28 pages

Statistical Methods for Robust Change Detection in Dynamical Systems with Model Uncertainty

ByKousuke Kumamaru, Jinglu Huy Katsuhiro Inoue, Torsten Soderstrom

chapter 18|18 pages

Detecting Changes in Acting Stochastic Models and Model Implementation via Stochastic Binary Neural Networks

ByAnthony Burrell, Achilles G. Kogiantis, P. Papantoni-Kazakos

chapter 20|20 pages

Gibbs Random Image Models and Sampling

ByMasaki Suwa, Sueo Sugimoto