Principles of System Identification

This book explains the core concepts of building (linear) dynamic models from experimental data and also how to generate informative data through carefully conducted experiments. The first part introduces the subject of identification, but largely contains material on descriptions/models of (determi [...]
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This book explains the core concepts of building (linear) dynamic models from experimental data and also how to generate informative data through carefully conducted experiments. The first part introduces the subject of identification, but largely contains material on descriptions/models of (deterministic) linear-time invariant systems (LTI) followed by material on time-series analysis, concepts of which are mandatory to building models of disturbances and handling random effects. It also provides a description of the non-parametric and parametric input-output models suitable for the identification of LTI systems.