TY  - BOOK
AU  - Ljung,Lennart
TI  - System identification: theory for the user 
T2  - Prentice Hall information and system sciences series
SN  - 0136566952
AV  - QA402 .L59 1999
PY  - 1999///]
CY  - Upper Saddle River, NJ
PB  - Prentice Hall PTR
KW  - System identification
N1  - 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
ER  -