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.

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.