The Statistical Theory of Linear Systems Thomas A. Edison This nonfiction book explores how

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The Statistical Theory of Linear Systems Thomas A. Edison This nonfiction book explores howOriginally published in 1988, this classic text treats the identification of noisy (multi input and multi output) linear systems, particularly systems in ARMAX and state space form. The book covers structure theory, including identifiability, realisation and parameterisation of linear systems; analysis of topological and geometrical properties of parameter spaces and parameterisations for estimation and model selection; Gaussian maximum likelihood