Model Identification and Data Analysis

This book is about constructing models from experimental data. It covers a range of topics, from statistical data prediction to Kalman filtering, from black-box model identification to parameter estimation, from spectral analysis to predictive control.

Written for graduate students, this textbook offers an approach that has proven successful throughout the many years during which its author has taught these topics at his University.

The book:

Contains accessible methods explained step-by-step in simple terms Offers an essential tool useful in a variety of fields, especially engineering, statistics, and mathematics Includes an overview on random variables and stationary processes, as well as an introduction to discrete time models and matrix analysis Incorporates historical commentaries to put into perspective the developments that have brought the discipline to its current state Provides many examples and solved problems to complement the presentation and facilitate comprehension of the techniques presented

Aceasta carte este despre construirea de modele din date experimentale. Acesta acopera o serie de subiecte, de la predictia datelor statistice la filtrarea Kalman, de la identificarea modelului de cutie neagra la estimarea parametrilor, de la analiza spectrala la controlul predictiv. Scris pentru studentii absolventi, acest manual ofera o abordare care s-a dovedit a fi de succes de-a lungul anilor in timpul caruia autorul sau a predat aceste subiecte la Universitatea sa. Cartea: Contine metode accesibile explicate pas cu pas in termeni simpli Ofera un instrument esential util intr-o varietate de domenii, in special inginerie, statistici si matematica. variabile si procese stationare, precum si o introducere in modele de timp discrete si analiza matriciala Incorporeaza comentarii istorice pentru a pune in perspectiva evolutiile care au adus disciplina la starea sa actuala Ofera multe exemple si a rezolvat probleme pentru a completa prezentarea si a facilita intelegerea tehnici prezentate