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Filtering and System Identification: A Least Squares Approach

Michel Verhaegen, Vincent Verdult




[PDF.tz05] Filtering and System Identification: A Least Squares Approach

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 | #3739864 in eBooks |  2007-04-26 |  2007-04-26 | File type: PDF

||1 of 1 people found the following review helpful.| perfect book!|By just_me|this book is the number one book in the field! mathematics, explanations, derivations, everything is perfect!
just an example: in many books you cannot find how an armax model is converted into state-space but in this book you will see it.|About the Author|Michel Verhaegen is professor and co-director of the Delft Center for Systems and Control at the Delft University of Technology in The Netherlands. His current research involves applying new identification and controller design methodologies to

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 estimati...

You can specify the type of files you want, for your device.Filtering and System Identification: A Least Squares Approach   |  Michel Verhaegen, Vincent Verdult. I have read it a couple of times and even shared with my family members. Really good. Couldnt put it down.

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