Subspace methods for system identification [electronic resource] / Tohru Katayama

Author: Katayama, Tohru, 1942-
Published: London : Springer, [2005]
Copyright Date: ©2005
Physical Description: 1 volume
Additional Creators: SpringerLink (Online service)

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Online version: ezaccess.libraries.psu.edu

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Series

Communications and control engineering

Contents

Introduction -- Part I -- Linear Algebra and Preliminaries -- Discrete-Time Linear Systems -- Stochastic Processes -- Kalman Filter -- Part II -- Realization of Deterministic Systems -- Stochastic Realization Theory (1) -- Stochastic Realization Theory (2) -- Part III -- Subspace Identification (1) -- ORT -- Subspace Identification (2) -- CCA -- Identification of Closed-loop System

Subject(s)

ISBN

9781846281587

Note

Description based on print version record.
Title from e-book title screen (viewed August 25, 2006).
AVAILABLE ONLINE TO AUTHORIZED PSU USERS.

Bibliography Note

Includes bibliographical references (pages [379]-387) and index.

Reproduction Note

Electronic reproduction. Berlin : Springer, 2005. Mode of access: World Wide Web. Available via SpringerLink.

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