System identification : theory for the user
Lennart Ljung.
2nd ed.
Upper Saddle River, NJ : Prentice Hall PTR, ©1999.
xxii, 609 págs. : ilustraciones ; 25 cm.
Serie: Prentice Hall information and system sciences series
ISBN: 0136566952
Incluye referencias bibliográficas (p. 565-593) e índices.
Contenido
- 1. Introduction
- 2. Time-invariant linear systems
- 3. Simulation and prediction
- 4. Model of linear time-invariant system
- 5. Models for time-varying and nonlinear systems
- 6. Nonparametric time-and frequency-domain methods
- 7. Parameter estimatioin methods
- 8. Convergence and consistency
- 9. Asymptotic distribution of parameter estimates
- 10. Computing the estimate
- 11. Recursive estimation methods
- 12. Options and objectives
- 13. Experiment design
- 14. Preprocessing data
- 15. Choice of identification criterion
- 16. Model structure selection and model validation
- 17. System identification in practise
- App. I: Some concepts from probability theory
- App. II: Some statistical techniques for linear regressions
