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System Identification Theory for the User

ISBN-10: 0136566952

ISBN-13: 9780136566953

Edition: 2nd 1997 (Revised)

Authors: Lennart Ljung

List price: $220.00
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Description:

Appropriate for courses in System Identification. This book is a comprehensive and coherent description of the theory, methodology and practice of System Identificationthe science of building mathematical models of dynamic systems by observing input/output data. It puts the user in focus, giving the necessary background to understand theoretical foundation and emphasizing the practical aspects of the options and choices that face the user. The Second Edition has been updated to include material on subspace methods, non-linear black box modelssuch as neural networksand methods that use frequency domain data.
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Book details

List price: $220.00
Edition: 2nd
Copyright year: 1997
Publisher: Prentice Hall PTR
Publication date: 12/29/1998
Binding: Hardcover
Pages: 640
Size: 7.50" wide x 9.75" long x 1.00" tall
Weight: 2.750
Language: English

Introduction
Systems and Models
Time-Invariant Linear Systems
Simulation, Prediction, and Control
Models of Linear Time-Invariant Systems
Models for Time-Varying and Nonlinear Systems
Methods
Nonparametric Time- and Frequency-Domain Methods
Parameter Estimation Methods
Covergence and Consistency
Asymptotic Distribution of Parameter Estimates
Computing the Estimate
Recursive Estimation Methods
User's Choices
Options and Objectives
Affecting the Bias Distribution of Transfer-Function Estimates
Experiment Design
Choice of Identification Criterion
Model Structure Selection and Model Validation
System Identification in Practice
Some Concepts from Probability Theory
Some Statistical Techniques for Linear Regressions