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Filtering and System Identification

Name: Filtering and System Identification
Brand: Cambridge University Press
SKU: 02048490
Price: 70846 HUF
Availability: InStock
Author: Michel VerhaegenVincent Verdult
ISBN: 9780521875127

A Least Squares Approach

Michel VerhaegenVincent Verdult

Language

English

Book Hardback

Libristo code: 02048490

Publishers Cambridge University Press, April 2007

Filtering and system identification are powerful techniques for building models of complex systems.... Full description

Libristo code: 02048490

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Filtering and system identification are powerful techniques for building models of complex systems. This 2007 book discusses the design of reliable numerical methods to retrieve missing information in models derived using these techniques. Emphasis is on the least squares approach as applied to the linear state-space model, and problems of increasing complexity are analyzed and solved within this framework, starting with the Kalman filter and concluding with the estimation of a full model, noise statistics and state estimator directly from the data. Key background topics, including linear matrix algebra and linear system theory, are covered, followed by different estimation and identification methods in the state-space model. With end-of-chapter exercises, MATLAB simulations and numerous illustrations, this book will appeal to graduate students and researchers in electrical, mechanical and aerospace engineering. It is also useful for practitioners. Additional resources for this title, including solutions for instructors, are available online at www.cambridge.org/9780521875127.