System Identification: Theory for the User

Ljung, Lennart

System Identification: Theory for the User - 2nd ed - New York Prentice Hall 1999 - 609p

Introduction Time Invariant Linear systems Simulation and Prediction Models of Linear Time Invariant Systems Models for Time Varying and Nonlinear Systems Nonparametric Time and Frequency Domain Methods Parameter Estimation Methods Convergence and Consistency Asymptotic Distribution of Parameter Estimates Computing the Estimate Recursive Estimation Methods Options and Objectives Experiment Design Preprocessing Data Choice of Identification Criterion Model Structure Selection and Model Validation System Identification in Practice Appendix - 1: Some Concepts from Probability Theory Appendix - 2: Some Statistical Techniques for Linear Regressions

9780136566953 0.00


Computer Engineering

003.1 / LJU
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