Filtering and System Identification Ebook

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Publication: Cambridge University Press
 
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Language: English
Publication Date: April 2007
Pages: 422
File Size: 2678 Kbytes
Illustrations included

Restrictions set by Publisher:
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$50.00
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ISBN: 9780511276514   Should I buy this Ebook?   Write a Review

Description

Filtering and system identification are powerful techniques for building models of complex systems. This book discusses the design of reliable numerical methods to retrieve missing information in models derived using these techniques. Emphasis is on the least squares approach as applied to the linear state-space model, and problems of increasing complexity are analyzed and solved within this framework, starting with the Kalman filter and concluding with the estimation of a full model, noise statistics and state estimator directly from the data. Key background topics, including linear matrix algebra and linear system theory, are covered, followed by different estimation and identification methods in the state-space model. With end-of-chapter exercises, MATLAB simulations and numerous illustrations, this book will appeal to graduate students and researchers in electrical, mechanical, and aerospace engineering. It is also useful for practitioners. Additional resources for this title, including solutions for instructors, are available online at www.cambridge.org/9780521875127.

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Filtering and System Identification