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Filtering and System Identification: A Least Squares Approach

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Filtering and System Identification: A Least Squares Approach - Verhaegen, Michel, and Verdult, Vincent
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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 with the estimation of a full model, noise statistics and state ...

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Filtering and System Identification: A Least Squares Approach 2012, Cambridge University Press, Cambridge

ISBN-13: 9781107405028

Trade paperback

Filtering and System Identification: A Least Squares Approach 2007, Cambridge University Press, Cambridge

ISBN-13: 9780521875127

Hardcover