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    3. Subspace Methods for System Identification

    Subspace Methods for System Identification

    Posted By: Alexpal
    Date: 11 May 2009 12:03:00
    Subspace Methods for System Identification

    Subspace Methods for System Identification (Communications and Control Engineering) by Tohru Katayama
    Publisher: Springer; 1 edition (October 20, 2005) | ISBN-10: 1852339810 | PDF | 13,2 Mb | 392 pages

    System identification provides methods for the sensible approximation of real systems using a model set based on experimental input and output data. Tohru Katayama sets out an in-depth introduction to subspace methods for system identification in discrete-time linear systems thoroughly augmented with advanced and novel results. The text is structured into three parts. First, the mathematical preliminaries are dealt with: numerical linear algebra; system theory; stochastic processes; and Kalman filtering.

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