Description

Book Synopsis

This 2007 book discusses the design of reliable numerical methods to retrieve missing information in models of complex systems.

Table of Contents

Preface; 1. Introduction; 2. Linear algebra; 3. Discrete-time signals and systems; 4. Random variables and signals; 5. Kalman filtering; 6. Estimation of spectra and frequency response functions; 7. Output-error parametric model estimation; 8. Prediction-error parametric model estimation; 9. Subspace model identification; 10. The system identification cycle; Notation and symbols; List of abbreviations; References; Index.

Filtering and System Identification

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    A Hardback by Michel Verhaegen, Vincent Verdult

    £135.00

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      Book details

      Publisher Cambridge University Press
      Published 26 April 2007
      ISBN-13 9780521875127
      978-0521875127
      ISBN-10 0521875129
      Also in:
      Cybernetics and systems theory Maths for engineers

      Description

      Book Synopsis

      This 2007 book discusses the design of reliable numerical methods to retrieve missing information in models of complex systems.

      Table of Contents

      Preface; 1. Introduction; 2. Linear algebra; 3. Discrete-time signals and systems; 4. Random variables and signals; 5. Kalman filtering; 6. Estimation of spectra and frequency response functions; 7. Output-error parametric model estimation; 8. Prediction-error parametric model estimation; 9. Subspace model identification; 10. The system identification cycle; Notation and symbols; List of abbreviations; References; Index.

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