Subspace Methods for System Identification

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 wit...

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Bibliographic Details
Main Author: Katayama, Tohru. (Author, http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: London : Springer London : Imprint: Springer, 2005.
Edition:1st ed. 2005.
Series:Communications and Control Engineering,
Subjects:
Online Access:https://doi.org/10.1007/1-84628-158-X
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Table of Contents:
  • Preliminaries
  • Linear Algebra and Preliminaries
  • Discrete-Time Linear Systems
  • Stochastic Processes
  • Kalman Filter
  • Realization Theory
  • Realization of Deterministic Systems
  • Stochastic Realization Theory (1)
  • Stochastic Realization Theory (2)
  • Subspace Identification
  • Subspace Identification (1) — ORT
  • Subspace Identification (2) — CCA
  • Identification of Closed-loop System.