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Principles of System Identification: Theory and Practice

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Author(s): Tangirala, Arun K
Publisher: CRC Press
Year: 2014

Language: English
Pages: 864
Tags: Автоматизация;Теория автоматического управления (ТАУ);Книги на иностранных языках;

Content: Introduction --
A journey into identification --
Mathematical descriptions of processes: models --
Models for discrete-time LTI systems --
Transform-domain models for linear Time-invariant systems --
Sampling and discretization --
Random processes --
Time-domain analysis: correlation functions --
Models for linear stationary processes --
Fourier analysis and spectral analysis of deterministic signals --
Spectral representations of random processes --
Introduction to estimation --
Goodness of estimators --
Estimation methods: part I --
Estimation methods: part II --
Estimation of signal properties --
Non-parametric and parametric models for identification --
Predictions --
Identification of parametric time-series models --
Identification of non-parametric input-output models --
Identification of parametric input-output models --
Statistical and practical elements of model building --
Identification of state-space models --
Case studies --
Advanced topics in SISO identification --
Linear multivariable identification