Hostname: page-component-7b7567c8c-fvjsw Total loading time: 0 Render date: 2026-11-14T12:54:11.154Z Has data issue: false hasContentIssue false
  • English
  • Français

System IdentificationT. Söderström and P. Stoica Prentice Hall International, 1989

Review products

System Identification T. Söderström and P. Stoica Prentice Hall International, 1989

Published online by Cambridge University Press:  11 February 2009

M. Deistler
M. Deistler
Affiliation:
Technical University Vienna
Get accessRights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'

Information

Type
Book Review
Information
Econometric Theory , Volume 10 , Issue 3-4 , August 1994, pp. 813 - 815
Copyright
Copyright © Cambridge University Press 1994

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

Article purchase

Temporarily unavailable

References

REFERENCES

1.Åstrom, K.J. & Söderström, T.. Uniqueness of the maximum likelihood estimates of the parameters of an ARMA model. IEEE Transactions on Automatic Control AC-28 (1974): 773–786.Google Scholar
2.Caines, P.E.Linear Stochastic Systems. New York: Wiley, 1988.Google Scholar
3.Dunsmuir, W. & Hannan, E.J.. Vector linear time series models. Advances in Applied Probability 8 (1976): 339–364.CrossRefGoogle Scholar
4.Hannan, E.J.The asymptotic theory of linear time series models. Journal of Applied Probability 10 (1973): 130–145.CrossRefGoogle Scholar
5.Hannan, E.J. & Deistler, M.. The Statistical Theory of Linear Systems. New York: Wiley, 1988.Google Scholar
6.Ljung, L.System Identification: Theory for the User. Englewood Cliffs: Prentice Hall, 1987.Google Scholar
7.Ljung, L. & Söderström, T.. Theory and Practice of Recursive Identification. Cambridge: MIT Press, 1983.Google Scholar