System identification : theory for the user / Lennart Ljung

Includes bibliographical references (pages 565-593) and indexes

Contents Preface to the First Edition Acknowledgments Preface to the Second Edition Operators and Notational Conventions 1 Introduction 2 Time-Invariant Linear Systems 3 Simulation and Prediction 4 Models of Linear Time-Invariant Systems 5 Models for Time-varying and Nonlinear Systems 6 Nonparametric Time- and Frequency-Domain Methods 7 Parameter Estimation 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 Practice App. I Some Concepts From Probability Theory App. II Some Statistical Techniques for Linear Regressions References Subject Index Reference Index