Filtering and System Identification: A Least Squares Approach - Hardcover

Verhaegen, Michel; Verdult, Vincent

Hardcover

ISBN 10: 0521875129 ISBN 13: 9780521875127

Publisher: Cambridge University Press, 2007

Synopsis

Filtering and system identification are powerful techniques for building models of complex systems. This 2007 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.

About this title

Book Description:

This 2007 book discusses the design of reliable numerical methods to retrieve missing information in models built using filtering and system identification techniques. Homework-problems, MATLAB simulations and numerous illustrations, make this ideal for graduate students, researchers and practitioners in engineering disciplines. Additional resources, including solutions, are available online at www.cambridge.org/9780521875127.

About the Author:

Vincent Verdult was an assistant professor in systems and control at the Delft University of Technology in The Netherlands, from 2001 to 2005, where his research focused on system identification for nonlinear state-space systems. He is currently working in the field of information theory.

About this edition

• Publisher: Cambridge University Press
• Publication date: 2007
• ISBN 10: 0521875129
• ISBN 13: 9780521875127
• Binding: Hardcover
• Edition number: 1
• Number of pages: 422