Filtering and System Identification - A Least Squares Approach

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

Product details

• Authors: Vincent Verdult, Vincent (Technische Universiteit Delft Verdult, Michel Verhaegen, Michel (Technische Universiteit Delft Verhaegen, Michel Verdult Verhaegen
• Publisher: Cambridge University Press ELT
• Languages: English
• Product format: Paperback / Softback
• Released: 19.07.2012
• EAN: 9781107405028
• ISBN: 978-1-107-40502-8
• No. of pages: 422
• Subject: Natural sciences, medicine, IT, technology > Mathematics > Analysis