Könyv Filtering and System Identification Michel VerhaegenVincent Verdult

Filtering and System Identification

A Least Squares Approach

Nyelv: Angol
Kötés: Kemény kötésű
Elérhetőség: Beszállítói készleten
Küldés 10-18 napon belül
69 275 Ft
Filtering and system identification are powerful techniques for building models of complex systems....

Információk a könyvről

Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
2007
oldal
422
EAN
9780521875127
ISBN
0521875129
Enbook ID
02048490
Súly
980
Méretek
182 x 252 x 24

Teljes leírás

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 identification methods in the state-space model. With end-of-chapter exercises, MATLAB simulations and numerous illustrations, this book will appeal to graduate students and researchers in electrical, mechanical and aerospace engineering. It is also useful for practitioners. Additional resources for this title, including solutions for instructors, are available online at www.cambridge.org/9780521875127.

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