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System identification : theory for the user

Author: Lennart Ljung
Publisher: Upper Saddle River, N.J. : Prentice Hall PTR, ©1999.
Series: Prentice-Hall information and system sciences series.
Edition/Format:   Print book : English : 2nd edView all editions and formats
Database:WorldCat
Summary:

Suitable for courses in System Identification, this book provides a description of the theory, methodology and practice of System Identification - the science of building mathematical models of  Read more...

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Document Type: Book
All Authors / Contributors: Lennart Ljung
ISBN: 0136566952 9780136566953
OCLC Number: 289012145
Description: xxii, 609 p. : ill. ; 25 cm.
Contents: 1. Introduction. PART I. SYSTEMS AND MODELS. 2. Time-Invariant Linear Systems. 3. Simulation, Prediction, and Control. 4. Models of Linear Time-Invariant Systems. 5. Models for Time-Varying and Nonlinear Systems. PART II. METHODS. 6. Nonparametric Time- and Frequency-Domain Methods. 7.Parameter Estimation Methods. 8.Covergence and Consistency. 9. Asymptotic Distribution of Parameter Estimates. 10. Computing the Estimate. 11. Recursive Estimation Methods. PART III. USER'S CHOICES. 12. Options and Objectives. 13. Affecting the Bias Distribution of Transfer-Function Estimates. 14. Experiment Design. 15. Choice of Identification Criterion. 16. Model Structure Selection and Model Validation. 17. System Identification in Practice. Appendix I. Some Concepts from Probability Theory. Appendix II. Some Statistical Techniques for Linear Regressions.
Series Title: Prentice-Hall information and system sciences series.
Responsibility: Lennart Ljung.

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