Johansson R. System Modeling and Identification

New York: Prentice-Hall International, 1993. — 526 p.In many scientific problems an essential step toward their solution is to accmplish modeling and identification of soma object or system under investigation. As defined here, system identification is the process of deriving mathematical system model from observed data in accodance with some predetermined criterion. The increasing expansion in the use of system identification is the result of demands imposed by advances in other scientific and technological areas such as biomedicine, physics, electrical engineering, and computer science.Black box models.
Signals and systems.
Spectrum analysis.
Linear regression.
Identification of time-series models.
Modeling.
The experimental procedure.
Model validation.
Model approximation.
Real-time identification.
Continous-time models.
Multidimensional identification.
Nonlinear system identification.
Adaptive systems
Basic matrix algebra.
Statistical inference.
Numerical optimization.
Statistical properties of time series.
A case study.