Filtering and System Identification

A Least Squares Approach

By: Michel Verhaegen, Vincent Verdult

Write A Review

Paperback | 19 July 2012

At a Glance

Paperback
422 Pages

Dimensions(cm)
24.41 x 16.99 x 2.18

Paperback

RRP $107.95

$94.75

12%OFF

or 4 interest-free payments of $23.69 with

Ships in 5 to 7 business days

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.

Shipping

	Standard Shipping	Express Shipping
Metro postcodes:	$9.99	$14.95
Regional postcodes:	$9.99	$14.95
Rural postcodes:	$9.99	$14.95

Orders over $89.00 qualify for free shipping.

How to return your order

At Booktopia, we offer hassle-free returns in accordance with our returns policy. If you wish to return an item, please get in touch with Booktopia Customer Care.

Additional postage charges may be applicable.

Defective items

If there is a problem with any of the items received for your order then the Booktopia Customer Care team is ready to assist you.

For more info please visit our Help Centre.

You Can Find This Book In

Non-Fiction Mathematics Calculus & Mathematical Analysis Differential Calculus & Equations Engineering & Technology Technology in General Electronics & Communications Engineering Electronics Engineering Reference, Information & Interdisciplinary Subjects Research & Information Information theory Cybernetics & Systems Theory

Applied Mathematics Mathematical Modelling Communications Engineering & Telecommunications Computing & I.T.Computer Networking & Communications

Other Editions and Formats

Hardcover

Published: 26th April 2007

View Product

Preface
Introduction
Linear algebra
Discrete-time signals and systems
Random variables and signals
Kalman filtering
Estimation of spectra and frequency response functions
Output-error parametric model estimation
Prediction-error parametric model estimation
Subspace model identification
The system identification cycle
Notation and symbols
List of abbreviations
References
Index
Table of Contents provided by Publisher. All Rights Reserved.

Filtering and System Identification

A Least Squares Approach

At a Glance

Paperback

Shipping

How to return your order

Defective items

You Can Find This Book In

Other Editions and Formats

Hardcover

More in Differential Calculus & Equations

Differential Equations

An Elementary Approach

The Secret Life of Equations

The 50 Greatest Equations and How They Work

Introduction to the Potential Theory for the Time-Dependent Stokes System

Chapman & Hall/CRC Monographs and Research Notes in Mathematics

Sets and Stability Domains

Time-Varying Nonlinear Systems

Representation Theory and C*-algebras

Abstract Cauchy Problems

Three Approaches

Multivariable Calculus Set Free

Infinitesimals Ride Again

Multivariable Calculus Set Free

Infinitesimals Ride Again

Elementary Differential Equations

Textbooks in Mathematics

Stochastic Navier-Stokes Equations on Spheres and Spherical Shells

Chapman & Hall/CRC Numerical Analysis and Scientific Computing Series

Lecture Notes On Mathematical Olympiad Courses

For Senior Section - Volume 1

Scattering of Waves

Theory and Applications

Lights and Shadows on Generalizations in Fixed Point Theory

Mathematical Modelling of Aerospace Dynamic Systems with Practical Applications

Optimization Techniques and Associated Applications

Engineering Mathematics and Operations Research

Topics in Mathematical Modeling by Difference Equations

With Mathematica

Control of Nonlinear Systems

Stability and Performance

Elements of Mathematical Methods for Physics

Foundation Engineering Mathematics

Engineering Mathematics and Operations Research

Differential and Difference Equations in Mathematical Biology

Chapman & Hall/CRC Mathematical Biology Series

Mathematical Methods using Python

Applications in Physics and Engineering

Quasiperiodic Solutions of the Generalized SQG Equation

Annals of Mathematics Studies

Quasiperiodic Solutions of the Generalized SQG Equation

Annals of Mathematics Studies

Why Don t Rabbits Rule The World?

Mathematical answers to life s key questions

This product is categorised by