Errors-in-Variables Methods in System Identification

Autor: Torsten Söderström

Limbă:

Legare: Copertă tare

Editura: Springer International Publishing AG

Disponibilitate: În depozitul extern

Expediem în 10-13 zile

935.81 lei

This book presents an overview of the different errors-in-variables (EIV) methods that can be used f...

Informații despre carte

Autor

Torsten Söderström

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2018

Pagini

485

EAN

9783319750002

ISBN

3319750003

Enbook ID

18737599

Editura

Springer International Publishing AG

Greutate

1165

Dimensiuni

155 x 235 x 29

Descriere completă

This book presents an overview of the different errors-in-variables (EIV) methods that can be used for system identification. Readers will explore the properties of an EIV problem. Such problems play an important role when the purpose is the determination of the physical laws that describe the process, rather than the prediction or control of its future behaviour. EIV problems typically occur when the purpose of the modelling is to get physical insight into a process. Identifiability of the model parameters for EIV problems is a non-trivial issue, and sufficient conditions for identifiability are given. The author covers various modelling aspects which, taken together, can find a solution, including the characterization of noise properties, extension to multivariable systems, and continuous-time models. The book finds solutions that are constituted of methods that are compatible with a set of noisy data, which traditional approaches to solutions, such as (total) least squares, do not find. A number of identification methods for the EIV problem are presented. Each method is accompanied with a detailed analysis based on statistical theory, and the relationship between the different methods is explained. A multitude of methods are covered, including: instrumental variables methods; methods based on bias-compensation; covariance matching methods; and prediction error and maximum-likelihood methods. It is shown how many of the methods can be applied either in the time domain or in the frequency domain. Some special methods adapted to the case of periodic excitation are also provided. The book concludes with a chapter specifically devoted to practical aspects and user perspectives that will facilitate the transfer of the theoretical material to application in real systems. Errors-in-Variables Methods in System Identification gives readers the possibility of recovering true system dynamics from noisy measurements, while solving over-determined systems of equations, making it suitable for statisticians and mathematicians alike. The book also acts as a reference for researchers and computer engineers because of its detailed exploration of EIV problems.

S-ar putea să te intereseze

Clienții care au cumpărat această carte au mai cumpărat și

Cele mai căutate

Categories

Authors

Publishers

Produse

Produse

Cele mai căutate

Categories

Authors

Publishers

Produse

Produse

Errors-in-Variables Methods in System Identification

Informații despre carte

Descriere completă

S-ar putea să te intereseze

Clienții care au cumpărat această carte au mai cumpărat și