Model identification and data analysis

✍ Scribed by Bittanti, Sergio

• Publisher: Wiley
• Year: 2019
• Tongue: English
• Leaves: 403
• Category: Library

✦ Table of Contents

Cover......Page 1
Model Identification and Data Analysis......Page 3
© 2019......Page 4
Contents......Page 5
Introduction......Page 11
Acknowledgments......Page 14
1 Stationary Processes and Time Series......Page 16
2 Estimation of Process Characteristics......Page 62
3 Prediction......Page 75
4 Model Identification......Page 94
5 Identification of Input–Output Models......Page 119
6 Model Complexity Selection......Page 167
7 Identification of State Space Models......Page 184
8 Predictive Control......Page 197
9 Kalman Filtering and Prediction......Page 219
10 Parameter Identification in a Given Model......Page 290
11 Case Studies......Page 299
Appendix A.Linear Dynamical Systems......Page 317
Appendix B.Matrices......Page 338
Appendix C.Problems and Solutions......Page 363
Bibliography......Page 396
Index......Page 401

✦ Subjects

Mathematical models;Quantitative research;System identification