MATLAB and Simulink Based Books
Written for students and researchers studying automatic control, this book offers an in-depth introduction to subspace methods for system identification. The text is broken into three parts: mathematic preliminaries, realization theory, and stochastic realization results. Topics covered include vectors and matrices, discrete-time linear systems, the Kalman filter, deterministic systems, subspace identification, and identification of closed-loop systems.
MATLAB is used to solve several problems throughout the book.