Subspace Methods for System Identification: A Realization Approach
โ Scribed by Tohru Katayama
- Publisher
- Springer
- Year
- 2005
- Tongue
- English
- Leaves
- 400
- Series
- Communications and control engineering
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Synopsis
A mathematically rigorous but accessible treatment of digital signal processing that intertwines basic theoretical techniques with hands-on laboratory instruction is provided by this book. The book covers various aspects of the digital signal processing (DSP) "problem". It begins with the analysis of discrete-time signals and explains sampling and the use of the discrete and fast Fourier transforms. The second part of the book โ covering digital to analog and analog to digital conversion โ provides a practical interlude in the mathematical content before Part III lays out a careful development of the Z-transform and the design and analysis of digital filters Introduction; Linear Algebra and Preliminaries; Discrete-Time Linear Systems; Stochastic Processes; Kalman Filter; Realization of Deterministic Systems; Stochastic Realization Theory (1); Stochastic Realization Theory (2); Subspace Identification (1) -- ORT; Subspace Identification (2) -- CCA; Identification of Closed-loop System
๐ SIMILAR VOLUMES
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 wit
<p><P>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 augment
An in-depth introduction to subspace methods for system identification in discrete-time linear systems thoroughly augmented with advanced and novel results, this text is structured into three parts. Part I deals with the mathematical preliminaries: numerical linear algebra; system theory; stochasti
Subspace Identification for Linear Systems focuses on the theory, implementation and applications of subspace identification algorithms for linear time-invariant finite- dimensional dynamical systems. These algorithms allow for a fast, straightforward and accurate determination of linear multiva