Exact and Approximate Modeling of Linear Systems: A Behavioral Approach (Mathematical Modeling and Computation)

Description

Exact and Approximate Modeling of Linear Systems: A Behavioral Approach elegantly introduces the behavioral approach to mathematical modeling, an approach that requires models to be viewed as sets of possible outcomes rather than to be a priori bound to particular representations. The authors discuss exact and approximate fitting of data by linear, bilinear, and quadratic static models and linear dynamic models, a formulation that enables readers to select the most suitable representation for a particular purpose.

This book presents exact subspace-type and approximate optimization-based identification methods, as well as representation-free problem formulations, an overview of solution approaches, and software implementation. Readers will find an exposition of a wide variety of modeling problems starting from observed data. The presented theory leads to algorithms that are implemented in C language and in MATLAB.

Audience
This book is written primarily for electrical, mechanical, and chemical engineers, applied mathematicians, econometricians, and statisticians. Chapters 3 and 4 will be of interest to chemometricians, and Chapters 5 and 6 to researchers in the field of computer vision.

Preface;
Chapter 1: Introduction;
Chapter 2: Approximate Modeling via Misfit Minimization;
Part I: Static Problems. Chapter 3: Weighted Total Least Squares;
Chapter 4: Structured Total Least Squares;
Chapter 5: Bilinear Errors-in-Variables Model;
Chapter 6: Ellipsoid Fitting;
Part II: Dynamic Problems. Chapter 7: Introduction to Dynamical Models;
Chapter 8: Exact Identification;
Chapter 9: Balanced Model Identification;
Chapter 10: Errors-in-Variables Smoothing and Filtering;
Chapter 11: Approximate System Identification;
Chapter 12: Conclusions;
Appendix A: Proofs;
Appendix B: Software;
Notation;
Bibliography;
Index.

Book Description
Exact and Approximate Modeling of Linear Systems: A Behavioral Approach elegantly introduces the behavioral approach to mathematical modeling. Readers will find an exposition of a wide variety of modeling problems starting from observed data. The presented theory leads to algorithms that are implemented in C language and in MATLAB.

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