: Constructing state-space models from observed data. Stability : Analyzing system behavior over time.
: Published by Springer as part of the Texts in Applied Mathematics series. Core Topics Covered Introduction to Mathematical Systems Theory: Li...
This book provides a comprehensive introduction to deterministic and stochastic linear systems, primarily focusing on discrete-time models which are highly relevant for business, econometrics, and engineering. Key Editions and Variants : Constructing state-space models from observed data
(by Heij, Ran, and van Schagen):