Modelling and Application of Stochastic Processes

Modelling and Application of Stochastic Processes

by UdayB.Desai (Editor)

Synopsis

(i) the state variables are orthogonal, and (ii) the system matrices for the (n + l)st order realization contain as their "upper" n-th order blocks the system matrices from the n-th order realization (nesting property).

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Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 304
Edition: illustrated edition
Publisher: Springer
Published: 31 Oct 1986

ISBN 10: 0898381770
ISBN 13: 9780898381771