Subspace Methods for System Identification (Communications and Control Engineering)

System identification provides methods for the sensible approximation of real systems using a model set based on experimental input and output data. Tohru Katayama sets out an in-depth introduction to subspace methods for system identification in discrete-time linear systems thoroughly augmented with advanced and novel results. The text is structured into three parts. First, the mathematical preliminaries are dealt with: numerical linear algebra; system theory; stochastic processes; and Kalman filtering. The second part explains realization theory, particularly that based on the decomposition of Hankel matrices, as it is applied to subspace identification methods. Two stochastic realization results are included, one based on spectral factorization and Riccati equations, the other on canonical correlation analysis (CCA) for stationary processes. Part III uses the development of stochastic realization results, in the presence of exogenous inputs, to demonstrate the closed-loop application of subspace identification methods CCA and ORT (based on orthogonal decomposition). The addition of tutorial problems with solutions and Matlab® programs which demonstrate various aspects of the methods propounded to introductory and research material makes __Subspace Methods for System Identification__ not only an excellent reference for researchers but also a very useful text for tutors and graduate students involved with courses in control and signal processing. The book can be used for self-study and will be of much interest to the applied scientist or engineer wishing to use advanced methods in modeling and identification of complex systems.

system Identification Provides Methods For The Sensible Approximation Of Real Systems Using A Model Set Based On Experimental Input And Output Data. Tohru Katayama Sets Out An In-depth Introduction To Subspace Methods For System Identification In Discrete-time Linear Systems Thoroughly Augmented With Advanced And Novel Results. The Text Is Structured Into Three Parts.

first, The Mathematical Preliminaries Are Dealt With: Numerical Linear Algebra; System Theory; Stochastic Processes; And Kalman Filtering. The Second Part Explains Realization Theory, Particularly That Based On The Decomposition Of Hankel Matrices, As It Is Applied To Subspace Identification Methods. Two Stochastic Realization Results Are Included, One Based On Spectral Factorization And Riccati Equations, The Other On Canonical Correlation Analysis (cca) For Stationary Processes. Part Iii Uses The Development Of Stochastic Realization Results, In The Presence Of Exogenous Inputs, To Demonstrate The Closed-loop Application Of Subspace Identification Methods Cca And Ort (based On Orthogonal Decomposition).

the Addition Of Tutorial Problems With Solutions And Matlab® Programs Which Demonstrate Various Aspects Of The Methods Propounded To Introductory And Research Material Makes Subspace Methods For System Identification Not Only An Excellent Reference For Researchers But Also A Very Useful Text For Tutors And Graduate Students Involved With Courses In Control And Signal Processing. The Book Can Be Used For Self-study And Will Be Of Much Interest To The Applied Scientist Or Engineer Wishing To Use Advanced Methods In Modeling And Identification Of Complex Systems.

An in-depth introduction to subspace methods for system identification in discrete-time linear systems thoroughly augmented with advanced and novel results, this text is structured into three parts. Part I deals with the mathematical preliminaries: numerical linear algebra; system theory; stochastic processes; and Kalman filtering. Part II explains realization theory as applied to subspace identification. Stochastic realization results based on spectral factorization and Riccati equations, and on canonical correlation analysis for stationary processes are included. Part III demonstrates the closed-loop application of subspace identification methods. Subspace Methods for System Identification is an excellent reference for researchers and a useful text for tutors and graduate students involved in control and signal processing courses. It can be used for self-study and will be of interest to applied scientists or engineers wishing to use advanced methods in modeling and identification of complex systems. Introduction....Pages 1-14 Linear Algebra and Preliminaries....Pages 17-40 Discrete-Time Linear Systems....Pages 41-72 Stochastic Processes....Pages 73-106 Kalman Filter....Pages 107-138 Realization of Deterministic Systems....Pages 141-170 Stochastic Realization Theory (1)....Pages 171-202 Stochastic Realization Theory (2)....Pages 203-236 Subspace Identification (1) — ORT....Pages 239-270 Subspace Identification (2) — CCA....Pages 271-298 Identification of Closed-loop System....Pages 299-326 "System identification provides methods for the sensible approximation of real systems using a model set based on experimental input and output data. Tohru Katayama sets out an in-depth introduction to subspace methods for system identification in discrete-time linear systems thoroughly augmented with advanced and novel results. The text is structured into three parts."--Jacket