Filtering and System Identification Verhaegen Verdult Paperback 9781107405028
Filtering and System Identification
A Least Squares Approach
This 2007 book discusses the design of reliable numerical methods to retrieve missing information in models of complex systems.
Michel Verhaegen (Author), Vincent Verdult (Author)
9781107405028, Cambridge University Press
Paperback, published 19 July 2012
422 pages
24.4 x 17 x 2.2 cm, 0.67 kg
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 estimation of a full model, noise statistics and state estimator directly from the data. Key background topics, including linear matrix algebra and linear]
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Details:Filtering and System Identification Verhaegen Verdult Paperback 9781107405028
Filtering and System Identification
A Least Squares Approach
This 2007 book discusses the design of reliable numerical methods to retrieve missing information in models of complex systems.
Michel Verhaegen (Author), Vincent Verdult (Author)
9781107405028, Cambridge University Press
Paperback, published 19 July 2012
422 pages
24.4 x 17 x 2.2 cm, 0.67 kg
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 estimation of a full model, noise statistics and state estimator directly from the data. Key background topics, including linear matrix algebra and linear]
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Product Description
Filtering and System Identification
A Least Squares Approach
This 2007 book discusses the design of reliable numerical methods to retrieve missing information in models of complex systems.
Michel Verhaegen (Author), Vincent Verdult (Author)
9781107405028, Cambridge University Press
Paperback, published 19 July 2012
422 pages
24.4 x 17 x 2.2 cm, 0.67 kg
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 estimation of a full model, noise statistics and state estimator directly from the data. Key background topics, including linear matrix algebra and linear]
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Brand | Cambridge University Press |
Language | en |
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