Errors-in-Variables Methods in System Identification

• Main Author: Söderström, Torsten (Author, http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Edition: 1st ed. 2018.
• Series: Communications and Control Engineering,
• Subjects: Control engineering.; System theory.; Electrical engineering.; Computer communication systems.; Statistics .; Control and Systems Theory.; Systems Theory, Control.; Communications Engineering, Networks.; Computer Communication Networks.; Statistical Theory and Methods.

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...

Table of Contents:

• 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.