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Found 1 from your keywords: author=Anders Lindquist
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Linear Stochastic Systems: A Geometric Approach to Modeling, Estimation and I…
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Anders LindquistGiorgio Picci

This book presents a treatise on the theory and modeling of second-order stationary processes, including an exposition on selected application areas that are important in the engineering and applied sciences. The foundational issues regarding stationary processes dealt with in the beginning of the book have a long history, starting in the 1940s with the work of Kolmogorov, Wiener, Cramér and h…

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978-3-662-45750-4
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