
System Identification
Description
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Content
- Front Cover
- System Identification
- Copyright Page
- Contents
- Preface
- Acknowledgments
- Chapter 1. Introduction
- Chapter 2. Classical Methods of System Identification
- 2.1 Introduction
- 2.2 Deconvolution Methods for Impulse Response Identification
- 2.3 System Identification Using Correlation Techniques
- 2.4 Identification of Time-Varying Linear Processes by Sinusoidal Response Measurement
- 2.5 Learning Models
- 2.6 Wiener Theory of Nonlinear Systems
- 2.7 Conclusions
- Chapter 3. Cost Functions for System Identification
- 3.1 Introduction
- 3.2 Maximum a Posteriori Identification
- 3.3 Maximum a Posteriori Identification with Unknown Prior Statistics
- 3.4 Maximum Likelihood Identification
- 3.5 Summary
- Chapter 4. Gradient Techniques for System Identification
- 4.1 Introduction
- 4.2 The Gradient Technique for Single-Stage Identification Problems
- 4.3 Gradient Methods for Multiple Stage and Continuous System Identification
- 4.4 Summary
- Chapter 5. System Identification Using Stochastic Approximation
- 5.1 Introduction
- 5.2 Stochastic Approximation for Stochastic Dynamic Systems
- 5.3 Sequential Estimation of Linear System Dynamics Using Stochastic Approximation
- 5.4 Summary
- Chapter 6. Quasilinearization
- 6.1 Introduction
- 6.2 Continuous Systems
- 6.3 Discrete Systems
- 6.4 Difference and Differential Approximation
- 6.5 Summary
- Chapter 7. Invariant Imbedding and Sequential Identification
- 7.1 Introduction
- 7.2 Continuous Systems
- 7.3 Discrete Systems
- 7.4 Summary
- Bibliography
- Index
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