System Identification: A Frequency Domain Approach

✍ Scribed by Rik Pintelon, Johan Schoukens

• Publisher: Wiley-IEEE Press
• Year: 2012
• Tongue: English
• Leaves: 770
• Edition: 2
• Category: Library

✦ Synopsis

System identification is a general term used to describe mathematical tools and algorithms that build dynamical models from measured data. Used for prediction, control, physical interpretation, and the designing of any electrical systems, they are vital in the fields of electrical, mechanical, civil, and chemical engineering.Focusing mainly on frequency domain techniques, System Identification: A Frequency Domain Approach, Second Edition also studies in detail the similarities and differences with the classical time domain approach. It high??lights many of the important steps in the identification process, points out the possible pitfalls to the reader, and illustrates the powerful tools that are available.Readers of this Second Editon will benefit from:MATLAB software support for identifying multivariable systems that is freely available at the website http://booksupport.wiley.comState-of-the-art system identification methods for both time and frequency domain dataNew chapters on non-parametric and parametric transfer function modeling using (non-)period excitationsNumerous examples and figures that facilitate the learning processA simple writing style that allows the reader to learn more about the theo??retical aspects of the proofs and algorithmsUnlike other books in this field, System Identification, Second Edition is ideal for practicing engineers, scientists, researchers, and both master's and PhD students in electrical, mechanical, civil, and chemical engineering.

✦ Table of Contents

Title page......Page 1
Contents......Page 6
Preface......Page 23
1. An Introductionto Identification......Page 39
2. Measurement of Frequency Response Functions - Standard Solutions......Page 70
3. Frequency Response Function Measurements in the Presence of Nonlinear Distortions......Page 110
4. Detection, Quantification, and Qualification of Nonlinear Distortions in FRF Measurements......Page 156
5. Design of Excitation Signals......Page 188
6. Models of Linear Time-Invariant Systems......Page 213
7. Measurement of Frequency Response Functions - The Local Polynomial Approach......Page 261
8. An Intuitive Introductionto Frequency Domain Identification......Page 315
9. Estimation with Known Noise Model......Page 321
10. Estimation with Unknown Noise Model - Standard Solutions......Page 419
11. Model Selection and Validation......Page 466
12. Estimation with Unknown Noise Model - The Local Polynomial Approach......Page 497
13. Basic Choices in System Identification......Page 531
14. Guidelines for the User......Page 565
15. Some Linear Algebra Fundamentals......Page 579
16. Some Probability and Stochastic Convergence Fundamentals......Page 601
17. Properties of Least Squares Estimators with Deterministic Weighting......Page 660
18. Properties of Least Squares Estimators with Stochastic Weighting......Page 684
19. Identification of Semilinear Models......Page 697
20. Identification of Invariants of (Over)Parameterized Models......Page 731
References......Page 743
Subject Index......Page 760
About the Authors......Page 770