Filtering and System Identification: A Least Squares Approach by Michael Verhaegen and Vincent Verdult

By: Verhaegen, MichelContributor(s): Verdult, VincentMaterial type: TextTextPublication details: Cambridge Cambridge Pub. Ltd. 2007Description: 405pISBN: 9780521875127Subject(s): Electronic EngineeringDDC classification: 003.1
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Introduction Linear Algebra Discrete Time Signals and Systems Random Variable and Signals Kalman Filtering Estimation of Spectra and Frequency Response Functions Output Error Parametric Model Estimation Prediction Error Parametric Model Estimation Subspace Model Identification The System Identification Cycle

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