Subspace Methods for System Identification

• Main Author: Katayama, Tohru (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: London : Springer London, 2005.
• Series: Communications and Control Engineering,
• Subjects: Engineering.; Chemical engineering.; System theory.; Control engineering.; Electrical engineering.; Communications Engineering, Networks.; Control.; Systems Theory, Control.; Signal, Image and Speech Processing.; Industrial Chemistry/Chemical Engineering.

System identification provides methods for the sensible approximation of real systems using a model set based on experimental input and output data. Tohru Katayama sets out an in-depth introduction to subspace methods for system identification in discrete-time linear systems thoroughly augmented wit...

Table of Contents:

• Preliminaries
• Linear Algebra and Preliminaries
• Discrete-Time Linear Systems
• Stochastic Processes
• Kalman Filter
• Realization Theory
• Realization of Deterministic Systems
• Stochastic Realization Theory (1)
• Stochastic Realization Theory (2)
• Subspace Identification
• Subspace Identification (1) — ORT
• Subspace Identification (2) — CCA
• Identification of Closed-loop System.