Subspace Methods for System Identification

Description

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 with advanced and novel results. The text is structured into three parts. First, the mathematical preliminaries are dealt with: numerical linear algebra; system theory; stochastic processes; and Kalman filtering. The second part explains realization theory, particularly that based on the decomposition of Hankel matrices, as it is applied to subspace identification methods. Two stochastic realization results are included, one based on spectral factorization and Riccati equations, the other on canonical correlation analysis (CCA) for stationary processes. Part III uses the development of stochastic realization results, in the presence of exogenous inputs, to demonstrate the closed-loop application of subspace identification methods CCA and ORT (based on orthogonal decomposition). The addition of tutorial problems with solutions and Matlab programs which demonstrate various aspects of the methods propounded to introductory and research material makes Subspace Methods for System Identification not only an excellent reference for researchers but also a very useful text for tutors and graduate students involved with courses in control and signal processing. The book can be used for self-study and will be of much interest to the applied scientist or engineer wishing to use advanced methods in modeling and identification of complex systems.

download

$$ Buy "Subspace Methods for System Identification" on Amazon $$

Please check the description for download links if any or do a search to find alternative books.

Can't Download?
Please search mirrors if you can't find download links for "Subspace Methods for System Identification" in "Description" and someone else may update the links. Check the comments when back to find any updates.

Search Mirrors
Maybe some mirror pages will be helpful, search this book at top of this page or click here to find more info.

1. Ebooks list page : 1379
2. Subspace Methods for System Identification
3. Subspace.Methods.for.System.Identification
4. Subspace Methods for System Identification
5. Subspace Methods for System Identification
6. Katayama, "Subspace Methods for System Identification&q
7. Subspace Methods for System Identification (2005)
8. System Identification
9. Multivariable System Identification For
10. System Identification: Theory for the User (2nd Edition)
11. Multivariable System Identification For Process Control
12. System Identification: Theory for the User (2nd Edition)
13. Multivariable System Identification For Process Control
14. System Identification: Theory for the User (2nd Edition)
15. System Identification: Theory for the User (2nd Edition)
16. System Identification: Theory for the User (2nd Edition)