Filtering and system identification : a least squares approach [E-Book] / Michel Verhaegen, Vincent Verdult.
Verhaegen, M., (author)
Verdult, Vincent, (author)
Cambridge : Cambridge University Press, 2007
1 online resource (xv, 405 pages)
englisch
9781107405028
9780511618888
9780521875127
Full Text
Table of Contents:
  • Linear algebra
  • Discrete-time signals and systems
  • Random variables and signals
  • Kalman filtering
  • Estimation of spectra and frequency-response functions
  • Output-error parametric model estimation
  • Prediction-error parametric model estimation
  • Subspace model identification
  • The system-identification cycle.