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Subspace Methods for System Identification

Subspace Methods for System Identification

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.

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About This Book

Tohru Katayama

Springer, 2005

ISBN: 1-85233-981-0
Language: English