Filtering and System Identification: A Least Squares Approach
Michel Verhaegen
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Description for Filtering and System Identification: A Least Squares Approach
Paperback. This 2007 book discusses the design of reliable numerical methods to retrieve missing information in models of complex systems. Num Pages: 422 pages, black & white illustrations. BIC Classification: GPFC; PBWH; TJF; TJK. Category: (P) Professional & Vocational. Dimension: 245 x 175 x 22. Weight in Grams: 722. A Least Squares Approach. 422 pages, illustrations. This 2007 book discusses the design of reliable numerical methods to retrieve missing information in models of complex systems. Cateogry: (P) Professional & Vocational. BIC Classification: GPFC; PBWH; TJF; TJK. Dimension: 245 x 175 x 22. Weight: 680.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2012
Publisher
Cambridge University Press
Number of pages
422
Condition
New
Number of Pages
422
Place of Publication
Cambridge, United Kingdom
ISBN
9781107405028
SKU
V9781107405028
Shipping Time
Usually ships in 4 to 8 working days
Ref
99-5
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