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Bücher Englische Bücher Wissen & Bildung Naturwissenschaft, Medizin, Informatik, Technik Technik Elektronik, Elektro- und Nachrichtentechnik Errors-in-Variables Methods in System Identification
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Errors-in-Variables Methods in System Identification
Torsten Söderström (Taschenbuch, Englisch)
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Beschreibung
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. Dieses Produkt haben wir gerade leider nicht auf Lager.
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Technische Daten
Erscheinungsdatum
26.12.2018
Sprache
Englisch
EAN
9783030091255
Herausgeber
Springer International Publishing
Serien- oder Bandtitel
Communications and Control Engineering
Sonderedition
Nein
Autor
Torsten Söderström
Seitenanzahl
485
Auflage
Softcover reprint of the original 1st edition 2018
Einbandart
Taschenbuch
Schlagwörter
Parameter Estimation, Identification Methods, Empirical Modelling, EIV Problems, Statistical System Identification
Thema-Inhalt
TJFM - Regelungstechnik
GPFC - Kybernetik und Systemtheorie
TJK - Nachrichtententechnik, Telekommunikation
UKN - Netzwerk-Hardware
PBT - Wahrscheinlichkeitsrechnung und Statistik
Höhe
235 mm
Breite
15.5 cm
Transparenz & Sicherheit
Hersteller: Springer, Europaplatz 3, Heidelberg, Deutschland, 69115, ProductSafety@springernature.com, Springer Nature Customer Service Center GmbH
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