Download PDF by Michel Verhaegen,Vincent Verdult: Filtering and System Identification: A Least Squares

By Michel Verhaegen,Vincent Verdult

ISBN-10: 0521875129

ISBN-13: 9780521875127

ISBN-10: 1107405025

ISBN-13: 9781107405028

Filtering and method id are strong concepts for construction versions of advanced platforms. This 2007 ebook discusses the layout of trustworthy numerical the right way to retrieve lacking info in types derived utilizing those ideas. Emphasis is at the least squares procedure as utilized to the linear state-space version, and difficulties of accelerating complexity are analyzed and solved inside this framework, beginning with the Kalman filter out and concluding with the estimation of an entire version, noise facts and country estimator without delay from the information. Key history issues, together with linear matrix algebra and linear method concept, are coated, by means of diversified estimation and identity equipment within the state-space version. With end-of-chapter workouts, MATLAB simulations and diverse illustrations, this ebook will attract graduate scholars and researchers in electric, mechanical and aerospace engineering. it's also beneficial for practitioners. extra assets for this name, together with recommendations for teachers, can be found on-line at

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Filtering and System Identification: A Least Squares Approach by Michel Verhaegen,Vincent Verdult

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