Subspace Methods for System Identification

by

Write The First Customer Review

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 ...

Subspace Methods for System Identification 2010, Springer London Ltd, England

ISBN-13: 9781849969888

Paperback

Select
Subspace Methods for System Identification 2005, Springer, Berlin, Germany

ISBN-13: 9781852339814

2005 edition

Hardcover

Select