Book contents
- Frontmatter
- Contents
- Preface
- Notation and symbols
- List of abbreviations
- 1 Introduction
- 2 Linear algebra
- 3 Discrete-time signals and systems
- 4 Random variables and signals
- 5 Kalman filtering
- 6 Estimation of spectra and frequency-response functions
- 7 Output-error parametric model estimation
- 8 Prediction-error parametric model estimation
- 9 Subspace model identification
- 10 The system-identification cycle
- References
- Index
Index
Published online by Cambridge University Press: 14 January 2010
Book contents
- Frontmatter
- Contents
- Preface
- Notation and symbols
- List of abbreviations
- 1 Introduction
- 2 Linear algebra
- 3 Discrete-time signals and systems
- 4 Random variables and signals
- 5 Kalman filtering
- 6 Estimation of spectra and frequency-response functions
- 7 Output-error parametric model estimation
- 8 Prediction-error parametric model estimation
- 9 Subspace model identification
- 10 The system-identification cycle
- References
- Index
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- Information
- Filtering and System IdentificationA Least Squares Approach, pp. 401 - 405Publisher: Cambridge University PressPrint publication year: 2007