Principles of system identification theory and practice

Presents the foundational pillars of identification, namely, the theory of discrete-time LTI systems, the basics of signal processing, the theory of random processes, and estimation theory

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Bibliographic Details
Main Author: Tangirala, Arun K. (Author)
Format: Book
Language:English
Subjects:
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Table of Contents:
  • 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