Soderstrom T , Stoica P System Identification 1989 torrent

Textbook in PDF format

System identification is the field of mathematical modeling of systems from experimental data. It has acquired widespread applications in many areas. In control and systems engineering, system identification methods are used to get appropriate models for synthesis of a regulator, design of a prediction algorithm, or simulation. In signal processing applications (such as in communications, geophysical engineering and mechanical engineering), models obtained by system identification are used for spectral analysis, fault detection, pattern recognition, adaptive filtering, linear prediction and other purposes. System identification techniques are also successfully used in non-technical fields such as biology, environmental sciences and econometrics to develop models for increasing scientific knowledge on the identified object, or for prediction and control.
This book is aimed to be used for senior undergraduate and graduate level courses on system identification. It will provide the reader a profound understanding of the subject as well as the necessary background for performing research in the field. The book is primarily designed for classroom studies but can be used equally well for self-studies.
Introduction.
Introductory examples.
Nonparametric methods.
Linear regression.
Input signals.
Model parametrization.
Prediction error methods.
Instrumental variable methods.
Recursive identification methods.
Identification of systems operating in closed loop.
Model validation and model structure determination.
Some practical aspects.
Some matrix results.
Some results from probability theory and statistics