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Stochastic Systems: Estimation, Identification, and Adaptive Control (Classics in Applied Mathematics)

P. R. Kumar 2015

Since its origins in the 1940s, the subject of decision making under uncertainty has grown into a diversified area with application in several branches of engineering and in those areas of the social sciences concerned with policy analysis and prescription. These approaches required a computing capacity too expensive for the time, until the ability to collect and process huge quantities of data engendered an explosion of work in the area.

This book provides succinct and rigorous treatment...


The Volterra Series and its Application

Mark R Dunn 2015

Modeling of weakly nonlinear systems by means of Volterra series analysis is presented. Necessary conditions for representing nonlinearities by a Volterra series are developed analytically as well as heuristically. A two-condition convergence criterion for Volterra series and a method for determining Volterra transfer functions are established. For systems with multiple nodes, an extension of Volterra series analysis; method of nonlinear currents is developed and applied to a MESFET...


Principles of System Identification: Theory and Practice

Arun K. Tangirala 2014

Master Techniques and Successfully Build Models Using a Single Resource

Vital to all data-driven or measurement-based process operations, system identification is an interface that is based on observational science, and centers on developing mathematical models from observed data. Principles of System Identification: Theory and Practice is an introductory-level book that presents the basic foundations and underlying methods relevant to system identification. The overall scope of the book...


Engineering Applications of Correlation and Spectral Analysis, 2nd Edition

Julius S. Bendat 2013

Expanded to cover more advanced applications where statistical properties of data can be nonstationary and the physical systems nonlinear as opposed to only linear. Stresses the practical use and interpretation of analyzed data to solve problems. Special attention is given to bias and random errors involved in desired estimates and the proper interpretation of results from specific applications. Includes numerous case studies concerned with dynamic problems which can occur in a variety of...


Adaptive Filter Theory (5th Edition)

Simon O. Haykin 2013

Adaptive Filter Theory, 5e, is ideal for courses in Adaptive Filters.

Haykin examines both the mathematical theory behind various linear adaptive filters and the elements of supervised multilayer perceptrons. In its fifth edition, this highly successful book has been updated and refined to stay current with the field and develop concepts in as unified and accessible a manner as possible.


Time Series Analysis by State Space Methods (Oxford Statistical Science)

J Durbin 2012

This is a comprehensive treatment of the state space approach to time series analysis. A distinguishing feature of state space time series models is that observations are regarded as made up of distinct components, which are each modelled separately.


System Identification: A Frequency Domain Approach

Rik Pintelon 2012

System identification is a general term used to describe mathematical tools and algorithms that build dynamical models from measured data. Used for prediction, control, physical interpretation, and the designing of any electrical systems, they are vital in the fields of electrical, mechanical, civil, and chemical engineering.

Focusing mainly on frequency domain techniques, System Identification: A Frequency Domain Approach, Second Edition also studies in detail the similarities and...


Mastering System Identification in 100 Exercises

Johan Schoukens 2012

This book enables readers to understand system identification and linear system modeling through 100 practical exercises without requiring complex theoretical knowledge. The contents encompass state-of-the-art system identification methods, with both time and frequency domain system identification methods covered, including the pros and cons of each. Each chapter features MATLAB exercises, discussions of the exercises, accompanying MATLAB downloads, and larger projects that serve as...


System Identification: An Introduction (Advanced Textbooks in Control and Signal Processing)

Karel J. Keesman 2011

System Identification shows the student reader how to approach the system identification problem in a systematic fashion. The process is divided into three basic steps: experimental design and data collection; model structure selection and parameter estimation; and model validation, each of which is the subject of one or more parts of the text.

Following an introduction on system theory, particularly in relation to model representation and model properties, the book contains four parts...