Filtering and System Identification: A Least Squares Approach

by Michel Verhaegen and Vincent Verdult

Book Overview

Filtering and system identification are powerful techniques for building models of complex systems. This 2007 book discusses the design of reliable numerical methods to retrieve missing information in models derived using these techniques. Emphasis is on the least squares approach as applied to the linear state-space model, and problems of increasing complexity are analyzed and solved within this framework, starting with the Kalman filter and concluding...

• Format: Hardcover
• Language: English
• ISBN: 0521875129
• ISBN13: 9780521875127
• Release Date: May 2007
• Publisher: Cambridge University Press
• Length: 422 Pages
• Weight: 2.15 lbs.
• Dimensions: 1.0" x 7.2" x 9.8"