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Filtering and system identification : a least squares approach

Author: M Verhaegen; Vincent Verdult
Publisher: Cambridge ; New York : Cambridge University Press, 2007.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
This book discusses the design of reliable numerical methods to retrieve missing information in models of complex systems.
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Verhaegen, M. (Michel).
Filtering and system identification.
Cambridge ; New York : Cambridge University Press, 2007
(OCoLC)77256977
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: M Verhaegen; Vincent Verdult
ISBN: 9780511279508 0511279507 9780511278327 0511278322 9780511277733 0511277733 9780521875127 0521875129 051127890X 9780511278907 0511618883 9780511618888
OCLC Number: 162145452
Description: 1 online resource (xv, 405 pages) : illustrations
Contents: Linear algebra --
Discrete-time signals and systems --
Random variables 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.
Responsibility: Michel Verhaegen, Vincent Verdult.
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Abstract:

This 2007 book discusses the design of reliable numerical methods to retrieve missing information in models of complex systems.  Read more...

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