System Identification: Theory for the UserThe field's leading text, now completely updated. Modeling dynamical systems — theory, methodology, and applications. Lennart Ljung's System Identification: Theory for the User is a complete, coherent description of the theory, methodology, and practice of System Identification. This completely revised Second Edition introduces subspace methods, methods that utilize frequency domain data, and general non-linear black box methods, including neural networks and neuro-fuzzy modeling. The book contains many new computer-based examples designed for Ljung's market-leading software, System Identification Toolbox for MATLAB. Ljung combines careful mathematics, a practical understanding of real-world applications, and extensive exercises. He introduces both black-box and tailor-made models of linear as well as non-linear systems, and he describes principles, properties, and algorithms for a variety of identification techniques:
Ljung also presents detailed coverage of the key issues that can make or break system identification projects, such as defining objectives, designing experiments, controlling the bias distribution of transfer-function estimates, and carefully validating the resulting models. The first edition of System Identification has been the field's most widely cited reference for over a decade. This new edition will be the new text of choice for anyone concerned with system identification theory and practice. |
Contents
Simulation and Prediction | |
Models of Linear TimeInvariant Systems | |
Model | |
Models for Timevarying and Nonlinear Systems | |
Models | |
Computing the Estimate | |
users choices | |
Experiment Design | |
Preprocessing Data | |
Choice of Identification Criterion | |
Readers are invited to this home page also for other material of interest to users | |
Some Concepts From Probability Theory | |
Some Statistical Techniques for Linear Regressions | |
Nonparametric Time and FrequencyDomain Methods | |
Parameter Estimation Methods | |
Likelihood Method | |
Asymptotic Distribution of Parameter Estimates | |
References | |
Reference Index | |