Subspace Methods For System Identification

Download Subspace Methods For System Identification PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Subspace Methods For System Identification book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages.
Subspace Methods for System Identification

Author: Tohru Katayama
language: en
Publisher: Springer Science & Business Media
Release Date: 2005-06-15
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; stochastic processes; and Kalman filtering. Part II explains realization theory as applied to subspace identification. Stochastic realization results based on spectral factorization and Riccati equations, and on canonical correlation analysis for stationary processes are included. Part III demonstrates the closed-loop application of subspace identification methods. Subspace Methods for System Identification is an excellent reference for researchers and a useful text for tutors and graduate students involved in control and signal processing courses. It can be used for self-study and will be of interest to applied scientists or engineers wishing to use advanced methods in modeling and identification of complex systems.
Subspace Methods for System Identification

Author: Tohru Katayama
language: en
Publisher: Springer Science & Business Media
Release Date: 2005-10-11
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; stochastic processes; and Kalman filtering. Part II explains realization theory as applied to subspace identification. Stochastic realization results based on spectral factorization and Riccati equations, and on canonical correlation analysis for stationary processes are included. Part III demonstrates the closed-loop application of subspace identification methods. Subspace Methods for System Identification is an excellent reference for researchers and a useful text for tutors and graduate students involved in control and signal processing courses. It can be used for self-study and will be of interest to applied scientists or engineers wishing to use advanced methods in modeling and identification of complex systems.
Linear Parameter-varying System Identification

This review volume reports the state-of-the-art in Linear Parameter Varying (LPV) system identification. It focuses on the most recent LPV identification methods for both discrete-time and continuous-time models--