The Resource Errors-in-Variables Methods in System Identification, by Torsten Söderström, (electronic resource)

Errors-in-Variables Methods in System Identification, by Torsten Söderström, (electronic resource)

Label
Errors-in-Variables Methods in System Identification
Title
Errors-in-Variables Methods in System Identification
Statement of responsibility
by Torsten Söderström
Creator
Author
Author
Subject
Language
eng
Summary
This book presents an overview of the different errors-in-variables (EIV) methods that can be used for system identification. Readers will explore the properties of an EIV problem. Such problems play an important role when the purpose is the determination of the physical laws that describe the process, rather than the prediction or control of its future behaviour. EIV problems typically occur when the purpose of the modelling is to get physical insight into a process. Identifiability of the model parameters for EIV problems is a non-trivial issue, and sufficient conditions for identifiability are given. The author covers various modelling aspects which, taken together, can find a solution, including the characterization of noise properties, extension to multivariable systems, and continuous-time models. The book finds solutions that are constituted of methods that are compatible with a set of noisy data, which traditional approaches to solutions, such as (total) least squares, do not find. A number of identification methods for the EIV problem are presented. Each method is accompanied with a detailed analysis based on statistical theory, and the relationship between the different methods is explained. A multitude of methods are covered, including: instrumental variables methods; methods based on bias-compensation; covariance matching methods; and prediction error and maximum-likelihood methods. The book shows how many of the methods can be applied in either the time or the frequency domain and provides special methods adapted to the case of periodic excitation. It concludes with a chapter specifically devoted to practical aspects and user perspectives that will facilitate the transfer of the theoretical material to application in real systems. Errors-in-Variables Methods in System Identification gives readers the possibility of recovering true system dynamics from noisy measurements, while solving over-determined systems of equations, making it suitable for statisticians and mathematicians alike. The book also acts as a reference for researchers and computer engineers because of its detailed exploration of EIV problems.
Member of
Is part of
http://library.link/vocab/creatorName
Söderström, Torsten
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsaut
GHQ3w71835I
Image bit depth
0
LC call number
TJ212-225
Literary form
non fiction
Series statement
Communications and Control Engineering,
http://library.link/vocab/subjectName
  • Automatic control
  • System theory
  • Electrical engineering
  • Computer networks
  • Statistics
  • Control and Systems Theory
  • Systems Theory, Control
  • Communications Engineering, Networks
  • Computer Communication Networks
  • Statistical Theory and Methods
Label
Errors-in-Variables Methods in System Identification, by Torsten Söderström, (electronic resource)
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Chapter 1. Introduction -- Chapter 2. The Static Case -- Chapter 3. The Errors-in-Variables Problem for Dynamic Systems -- Chapter 4. Identifiability Aspects -- Chapter 5. Modeling Aspects -- Chapter 6. Elementary Methods -- Chapter 7. Methods Based on Bias-Compensation -- Chapter 8. Covariance Matching -- Chapter 9. Prediction Error and Maximum Likelihood Methods -- Chapter 10. Frequency Domain Methods -- Chapter 11. Total Least Squares -- Chapter 12. Methods for Periodic Data -- Chapter 13. Algorithmic Properties -- Chapter 14. Asymptotic Distributions -- Chapter 15. Errors-in-Variables Problems in Practice -- Index -- References
Dimensions
unknown
Edition
1st ed. 2018.
Extent
XXVII, 485 p. 30 illus., 3 illus. in color.
File format
multiple file formats
Form of item
electronic
Isbn
9783319750019
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-75001-9
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-3-319-75001-9
Label
Errors-in-Variables Methods in System Identification, by Torsten Söderström, (electronic resource)
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Chapter 1. Introduction -- Chapter 2. The Static Case -- Chapter 3. The Errors-in-Variables Problem for Dynamic Systems -- Chapter 4. Identifiability Aspects -- Chapter 5. Modeling Aspects -- Chapter 6. Elementary Methods -- Chapter 7. Methods Based on Bias-Compensation -- Chapter 8. Covariance Matching -- Chapter 9. Prediction Error and Maximum Likelihood Methods -- Chapter 10. Frequency Domain Methods -- Chapter 11. Total Least Squares -- Chapter 12. Methods for Periodic Data -- Chapter 13. Algorithmic Properties -- Chapter 14. Asymptotic Distributions -- Chapter 15. Errors-in-Variables Problems in Practice -- Index -- References
Dimensions
unknown
Edition
1st ed. 2018.
Extent
XXVII, 485 p. 30 illus., 3 illus. in color.
File format
multiple file formats
Form of item
electronic
Isbn
9783319750019
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-75001-9
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-3-319-75001-9

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