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 A Least

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A Paperback by Michel Verhaegen, Vincent Verdult

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    View other formats and editions of Filtering and System Identification A Least by Michel Verhaegen

    Publisher: Cambridge University Press
    Publication Date: 7/19/2012 12:00:00 AM
    ISBN13: 9781107405028, 978-1107405028
    ISBN10: 1107405025
    Also in:
    Dictionaries, Reference & Language Cybernetics and systems theory Mathematics Differential calculus and equations Technology, Engineering & Agriculture Communications engineering / telecommunications

    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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