Subspace Methods for System Identification / Edition 1

by Tohru Katayama

Overview

An in-depth introduction to subspace methods for system identification in discrete-time linear systems thoroughly augmented with advanced and novel results, this text is structured into three parts.

Part I deals with the mathematical preliminaries: numerical linear algebra; system theory; shastic processes; and Kalman filtering. Part II explains realization theory as applied to subspace identification. Shastic realization results based on spectral factorization and Riccati equations, and on canonical correlation analysis for stationary processes are included. Part III demonstrates the closed-loop application of subspace identification methods.

Subspace Methods for System Identification is an excellent reference for researchers and a useful text for tutors and graduate students involved in control and signal processing courses. It can be used for self-study and will be of interest to applied scientists or engineers wishing to use advanced methods in modeling and identification of complex systems.

Product Details

ISBN-13:	9781852339814
Publisher:	Springer London
Publication date:	10/20/2005
Series:	Communications and Control Engineering
Edition description:	2005
Pages:	392
Product dimensions:	6.10(w) x 9.25(h) x 0.36(d)

About the Author

Tohru Katayama received B.E., M.E. and Ph.D. degrees in applied mathematics and physics, from Kyoto University, in 1964, 1966 and 1969, respectively. Since 1986, he has been Professor at the Department of Applied Mathematics and Physics, Kyoto University, and had visiting positions at UCLA and the University of Padova. His main research interests include statistical estimation theory, Kalman filtering, spectral factorization, shastic realization, system identification, and modeling and control of industrial processes, in which areas he has published over 100 papers, six books in Japanese, and edited a book on control and signal processing.

Professor Katayama has been an Associate Editor of IEEE Transactions on Automatic Control from 1996 to 1998, and a Subject Editor of Journal of Nonlinear and Robust Control for the last 10 years. He is a Fellow of the Society of Instrumentation and Control Engineers, Japan, is a past Chair of the IFAC Technical Committee on Shastic Systems and is now the Chair of the IFAC Coordinating Committee on Systems and Signals for 2002-2005.

Table of Contents

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

Editorial Reviews

From the reviews:

"The book is devoted to subspace methods used for system identification. … The book contains also some tutorial problems with solutions and MATLAB programs, which demonstrate various aspects of the methods propounded to introductory and research material. Therefore it may be a valuable reference for researches as well, a very useful text for tutors and graduate students involved with courses in control and signal processing. The book is clearly written and well organized." (Ryszard Gessing, Zentralblatt MATH, Vol. 1118 (20), 2007)

"Subspace identification methods have become a major tool in system identification during the last decades. … The book is written in a systematic way and generally easy to follow. The ideas are presented in a systematic and coherent manner. … the monograph is suited for researchers, practitioners and graduate students, in particular from an (systems) engineering community. It provides an excellent reference book for realization theory and linear systems." (Wolfgang Scherrer, International Journal of Robust and Nonlinear Control, Vol. 18, 2008)

From the Publisher