ISBN-10:
0136566952
ISBN-13:
9780136566953
Pub. Date:
01/12/1999
Publisher:
Prentice Hall
System Identification: Theory for the User / Edition 2

System Identification: Theory for the User / Edition 2

by Lennart Ljung, Ellen J. Ljung

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Product Details

ISBN-13: 9780136566953
Publisher: Prentice Hall
Publication date: 01/12/1999
Series: Prentice Hall Information and System Sciences Series
Edition description: REV
Pages: 672
Product dimensions: 7.00(w) x 9.30(h) x 1.50(d)

About the Author

LENNART LJUNG is Professor of the Chair of Automatic Control in the Department of Electrical Engineering, Linkšping University, Sweden. He is the author of nine books and over 100 articles in refereed international journals, as well as the author of the field's leading software package, System Identification Toolbox for MATLAB.

Table of Contents



1. Introduction.

PART I. SYSTEMS AND MODELS.


2. Time-Invariant Linear Systems.

3. Simulation, Prediction, and Control.

4. Models of Linear Time-Invariant Systems.

5. Models for Time-Varying and Nonlinear Systems.

PART II. METHODS.


6. Nonparametric Time- and Frequency-Domain Methods.

7.Parameter Estimation Methods.

8.Covergence and Consistency.

9. Asymptotic Distribution of Parameter Estimates.

10. Computing the Estimate.

11. Recursive Estimation Methods.

PART III. USER'S CHOICES.


12. Options and Objectives.

13. Affecting the Bias Distribution of Transfer-Function Estimates.

14. Experiment Design.

15. Choice of Identification Criterion.

16. Model Structure Selection and Model Validation.

17. System Identification in Practice.

Appendix I. Some Concepts from Probability Theory.

Appendix II. Some Statistical Techniques for Linear Regressions.

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