Filtering and System Identification: A Least Squares Approach - Verhaegen, Michel; Verdult, Vincent (Cambridge Cambridge Pub. Ltd., 2007)
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
Keywords: Electronic Engineering