Michel Verhaegen (The Netherlands Technische Universiteit Delft), Vincent Verdult (The Netherlands Technische Universiteit Delft)

Filtering and System Identification

A Least Squares Approach

• Broschiertes Buch

Produktbeschreibung

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

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 422
• Erscheinungstermin: 15. März 2012
• Englisch
• Abmessung: 244mm x 170mm x 23mm
• Gewicht: 726g
• ISBN-13: 9781107405028
• ISBN-10: 1107405025
• Artikelnr.: 35897929

Inhaltsangabe

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.