|19 Jun 2009
||MATLAB Central Team
By Peter van Overschee & Bart De Moor, ISBN 0-7923-9717-7
This book focuses on the theory, implementation, and applications of subspaceidentification algorithms for linear time-invariant finite-dimensionaldynamical systems. The theory is presented in detail and several chaptersare devoted to deterministic, stochastic, and combined deterministic-stochasticsubspace identification algorithms. The application of MATLAB to ten practicalproblems illustrates the use of subspace identification algorithms inindustry.