Errors-in-Variables Methods in System Identification

This book presents an overview of the different errors-in-variables (EIV) methods that can be used for system identification. Readers will explore the properties of an EIV problem. Such problems play an important role when the purpose is the determination of the physical laws that describe the proce...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Söderström, Torsten (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2018.
Έκδοση:1st ed. 2018.
Σειρά:Communications and Control Engineering,
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
LEADER 05145nam a2200553 4500
001 978-3-319-75001-9
003 DE-He213
005 20191025151125.0
007 cr nn 008mamaa
008 180407s2018 gw | s |||| 0|eng d
020 |a 9783319750019  |9 978-3-319-75001-9 
024 7 |a 10.1007/978-3-319-75001-9  |2 doi 
040 |d GrThAP 
050 4 |a TJ212-225 
072 7 |a TJFM  |2 bicssc 
072 7 |a TEC004000  |2 bisacsh 
072 7 |a TJFM  |2 thema 
082 0 4 |a 629.8  |2 23 
100 1 |a Söderström, Torsten.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
245 1 0 |a Errors-in-Variables Methods in System Identification  |h [electronic resource] /  |c by Torsten Söderström. 
250 |a 1st ed. 2018. 
264 1 |a Cham :  |b Springer International Publishing :  |b Imprint: Springer,  |c 2018. 
300 |a XXVII, 485 p. 30 illus., 3 illus. in color.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
490 1 |a Communications and Control Engineering,  |x 0178-5354 
505 0 |a Chapter 1. Introduction -- Chapter 2. The Static Case -- Chapter 3. The Errors-in-Variables Problem for Dynamic Systems -- Chapter 4. Identifiability Aspects -- Chapter 5. Modeling Aspects -- Chapter 6. Elementary Methods -- Chapter 7. Methods Based on Bias-Compensation -- Chapter 8. Covariance Matching -- Chapter 9. Prediction Error and Maximum Likelihood Methods -- Chapter 10. Frequency Domain Methods -- Chapter 11. Total Least Squares -- Chapter 12. Methods for Periodic Data -- Chapter 13. Algorithmic Properties -- Chapter 14. Asymptotic Distributions -- Chapter 15. Errors-in-Variables Problems in Practice -- Index -- References. 
520 |a This book presents an overview of the different errors-in-variables (EIV) methods that can be used for system identification. Readers will explore the properties of an EIV problem. Such problems play an important role when the purpose is the determination of the physical laws that describe the process, rather than the prediction or control of its future behaviour. EIV problems typically occur when the purpose of the modelling is to get physical insight into a process. Identifiability of the model parameters for EIV problems is a non-trivial issue, and sufficient conditions for identifiability are given. The author covers various modelling aspects which, taken together, can find a solution, including the characterization of noise properties, extension to multivariable systems, and continuous-time models. The book finds solutions that are constituted of methods that are compatible with a set of noisy data, which traditional approaches to solutions, such as (total) least squares, do not find. A number of identification methods for the EIV problem are presented. Each method is accompanied with a detailed analysis based on statistical theory, and the relationship between the different methods is explained. A multitude of methods are covered, including: instrumental variables methods; methods based on bias-compensation; covariance matching methods; and prediction error and maximum-likelihood methods. The book shows how many of the methods can be applied in either the time or the frequency domain and provides special methods adapted to the case of periodic excitation. It concludes with a chapter specifically devoted to practical aspects and user perspectives that will facilitate the transfer of the theoretical material to application in real systems. Errors-in-Variables Methods in System Identification gives readers the possibility of recovering true system dynamics from noisy measurements, while solving over-determined systems of equations, making it suitable for statisticians and mathematicians alike. The book also acts as a reference for researchers and computer engineers because of its detailed exploration of EIV problems. . 
650 0 |a Control engineering. 
650 0 |a System theory. 
650 0 |a Electrical engineering. 
650 0 |a Computer communication systems. 
650 0 |a Statistics . 
650 1 4 |a Control and Systems Theory.  |0 http://scigraph.springernature.com/things/product-market-codes/T19010 
650 2 4 |a Systems Theory, Control.  |0 http://scigraph.springernature.com/things/product-market-codes/M13070 
650 2 4 |a Communications Engineering, Networks.  |0 http://scigraph.springernature.com/things/product-market-codes/T24035 
650 2 4 |a Computer Communication Networks.  |0 http://scigraph.springernature.com/things/product-market-codes/I13022 
650 2 4 |a Statistical Theory and Methods.  |0 http://scigraph.springernature.com/things/product-market-codes/S11001 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer eBooks 
776 0 8 |i Printed edition:  |z 9783319750002 
776 0 8 |i Printed edition:  |z 9783319750026 
776 0 8 |i Printed edition:  |z 9783030091255 
830 0 |a Communications and Control Engineering,  |x 0178-5354 
856 4 0 |u https://doi.org/10.1007/978-3-319-75001-9  |z Full Text via HEAL-Link 
912 |a ZDB-2-ENG 
950 |a Engineering (Springer-11647)