Subspace Methods for System Identification: A Realization Approach

Tohru Katayama9781852339814, 1-85233-981-0

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.

---

Table of contents :
cover.pdf……Page 1
page_r01.pdf……Page 2
page_r03.pdf……Page 3
page_r04.pdf……Page 4
page_r05.pdf……Page 5
page_r06.pdf……Page 6
page_r07.pdf……Page 7
page_r08.pdf……Page 8
page_r09.pdf……Page 9
page_r11.pdf……Page 10
page_r12.pdf……Page 11
page_r13.pdf……Page 12
page_r14.pdf……Page 13
page_r15.pdf……Page 14
page_z0001.pdf……Page 15
page_z0002.pdf……Page 16
page_z0003.pdf……Page 17
page_z0004.pdf……Page 18
page_z0005.pdf……Page 19
page_z0006.pdf……Page 20
page_z0007.pdf……Page 21
page_z0008.pdf……Page 22
page_z0009.pdf……Page 23
page_z0010.pdf……Page 24
page_z0011.pdf……Page 25
page_z0012.pdf……Page 26
page_z0013.pdf……Page 27
page_z0014.pdf……Page 28
page_z0015.pdf……Page 29
page_z0017.pdf……Page 30
page_z0018.pdf……Page 31
page_z0019.pdf……Page 32
page_z0020.pdf……Page 33
page_z0021.pdf……Page 34
page_z0022.pdf……Page 35
page_z0023.pdf……Page 36
page_z0024.pdf……Page 37
page_z0025.pdf……Page 38
page_z0026.pdf……Page 39
page_z0027.pdf……Page 40
page_z0028.pdf……Page 41
page_z0029.pdf……Page 42
page_z0030.pdf……Page 43
page_z0031.pdf……Page 44
page_z0032.pdf……Page 45
page_z0033.pdf……Page 46
page_z0034.pdf……Page 47
page_z0035.pdf……Page 48
page_z0036.pdf……Page 49
page_z0037.pdf……Page 50
page_z0038.pdf……Page 51
page_z0039.pdf……Page 52
page_z0040.pdf……Page 53
page_z0041.pdf……Page 54
page_z0042.pdf……Page 55
page_z0043.pdf……Page 56
page_z0044.pdf……Page 57
page_z0045.pdf……Page 58
page_z0046.pdf……Page 59
page_z0047.pdf……Page 60
page_z0048.pdf……Page 61
page_z0049.pdf……Page 62
page_z0050.pdf……Page 63
page_z0051.pdf……Page 64
page_z0052.pdf……Page 65
page_z0053.pdf……Page 66
page_z0054.pdf……Page 67
page_z0055.pdf……Page 68
page_z0056.pdf……Page 69
page_z0057.pdf……Page 70
page_z0058.pdf……Page 71
page_z0059.pdf……Page 72
page_z0060.pdf……Page 73
page_z0061.pdf……Page 74
page_z0062.pdf……Page 75
page_z0063.pdf……Page 76
page_z0064.pdf……Page 77
page_z0065.pdf……Page 78
page_z0066.pdf……Page 79
page_z0067.pdf……Page 80
page_z0068.pdf……Page 81
page_z0069.pdf……Page 82
page_z0070.pdf……Page 83
page_z0071.pdf……Page 84
page_z0072.pdf……Page 85
page_z0073.pdf……Page 86
page_z0074.pdf……Page 87
page_z0075.pdf……Page 88
page_z0076.pdf……Page 89
page_z0077.pdf……Page 90
page_z0078.pdf……Page 91
page_z0079.pdf……Page 92
page_z0080.pdf……Page 93
page_z0081.pdf……Page 94
page_z0082.pdf……Page 95
page_z0083.pdf……Page 96
page_z0084.pdf……Page 97
page_z0085.pdf……Page 98
page_z0086.pdf……Page 99
page_z0087.pdf……Page 100
page_z0088.pdf……Page 101
page_z0089.pdf……Page 102
page_z0090.pdf……Page 103
page_z0091.pdf……Page 104
page_z0092.pdf……Page 105
page_z0093.pdf……Page 106
page_z0094.pdf……Page 107
page_z0095.pdf……Page 108
page_z0096.pdf……Page 109
page_z0097.pdf……Page 110
page_z0098.pdf……Page 111
page_z0099.pdf……Page 112
page_z0100.pdf……Page 113
page_z0101.pdf……Page 114
page_z0102.pdf……Page 115
page_z0103.pdf……Page 116
page_z0104.pdf……Page 117
page_z0105.pdf……Page 118
page_z0106.pdf……Page 119
page_z0107.pdf……Page 120
page_z0108.pdf……Page 121
page_z0109.pdf……Page 122
page_z0110.pdf……Page 123
page_z0111.pdf……Page 124
page_z0112.pdf……Page 125
page_z0113.pdf……Page 126
page_z0114.pdf……Page 127
page_z0115.pdf……Page 128
page_z0116.pdf……Page 129
page_z0117.pdf……Page 130
page_z0118.pdf……Page 131
page_z0119.pdf……Page 132
page_z0120.pdf……Page 133
page_z0121.pdf……Page 134
page_z0122.pdf……Page 135
page_z0123.pdf……Page 136
page_z0124.pdf……Page 137
page_z0125.pdf……Page 138
page_z0126.pdf……Page 139
page_z0127.pdf……Page 140
page_z0128.pdf……Page 141
page_z0129.pdf……Page 142
page_z0130.pdf……Page 143
page_z0131.pdf……Page 144
page_z0132.pdf……Page 145
page_z0133.pdf……Page 146
page_z0134.pdf……Page 147
page_z0135.pdf……Page 148
page_z0136.pdf……Page 149
page_z0137.pdf……Page 150
page_z0138.pdf……Page 151
page_z0139.pdf……Page 152
page_z0141.pdf……Page 153
page_z0142.pdf……Page 154
page_z0143.pdf……Page 155
page_z0144.pdf……Page 156
page_z0145.pdf……Page 157
page_z0146.pdf……Page 158
page_z0147.pdf……Page 159
page_z0148.pdf……Page 160
page_z0149.pdf……Page 161
page_z0150.pdf……Page 162
page_z0151.pdf……Page 163
page_z0152.pdf……Page 164
page_z0153.pdf……Page 165
page_z0154.pdf……Page 166
page_z0155.pdf……Page 167
page_z0156.pdf……Page 168
page_z0157.pdf……Page 169
page_z0158.pdf……Page 170
page_z0159.pdf……Page 171
page_z0160.pdf……Page 172
page_z0161.pdf……Page 173
page_z0162.pdf……Page 174
page_z0163.pdf……Page 175
page_z0164.pdf……Page 176
page_z0165.pdf……Page 177
page_z0166.pdf……Page 178
page_z0167.pdf……Page 179
page_z0168.pdf……Page 180
page_z0169.pdf……Page 181
page_z0170.pdf……Page 182
page_z0171.pdf……Page 183
page_z0172.pdf……Page 184
page_z0173.pdf……Page 185
page_z0174.pdf……Page 186
page_z0175.pdf……Page 187
page_z0176.pdf……Page 188
page_z0177.pdf……Page 189
page_z0178.pdf……Page 190
page_z0179.pdf……Page 191
page_z0180.pdf……Page 192
page_z0181.pdf……Page 193
page_z0182.pdf……Page 194
page_z0183.pdf……Page 195
page_z0184.pdf……Page 196
page_z0185.pdf……Page 197
page_z0186.pdf……Page 198
page_z0187.pdf……Page 199
page_z0188.pdf……Page 200
page_z0189.pdf……Page 201
page_z0190.pdf……Page 202
page_z0191.pdf……Page 203
page_z0192.pdf……Page 204
page_z0193.pdf……Page 205
page_z0194.pdf……Page 206
page_z0195.pdf……Page 207
page_z0196.pdf……Page 208
page_z0197.pdf……Page 209
page_z0198.pdf……Page 210
page_z0199.pdf……Page 211
page_z0200.pdf……Page 212
page_z0201.pdf……Page 213
page_z0202.pdf……Page 214
page_z0203.pdf……Page 215
page_z0204.pdf……Page 216
page_z0205.pdf……Page 217
page_z0206.pdf……Page 218
page_z0207.pdf……Page 219
page_z0208.pdf……Page 220
page_z0209.pdf……Page 221
page_z0210.pdf……Page 222
page_z0211.pdf……Page 223
page_z0212.pdf……Page 224
page_z0213.pdf……Page 225
page_z0214.pdf……Page 226
page_z0215.pdf……Page 227
page_z0216.pdf……Page 228
page_z0217.pdf……Page 229
page_z0218.pdf……Page 230
page_z0219.pdf……Page 231
page_z0220.pdf……Page 232
page_z0221.pdf……Page 233
page_z0222.pdf……Page 234
page_z0223.pdf……Page 235
page_z0224.pdf……Page 236
page_z0225.pdf……Page 237
page_z0226.pdf……Page 238
page_z0227.pdf……Page 239
page_z0228.pdf……Page 240
page_z0229.pdf……Page 241
page_z0230.pdf……Page 242
page_z0231.pdf……Page 243
page_z0232.pdf……Page 244
page_z0233.pdf……Page 245
page_z0234.pdf……Page 246
page_z0235.pdf……Page 247
page_z0236.pdf……Page 248
page_z0237.pdf……Page 249
page_z0239.pdf……Page 250
page_z0240.pdf……Page 251
page_z0241.pdf……Page 252
page_z0242.pdf……Page 253
page_z0243.pdf……Page 254
page_z0244.pdf……Page 255
page_z0245.pdf……Page 256
page_z0246.pdf……Page 257
page_z0247.pdf……Page 258
page_z0248.pdf……Page 259
page_z0249.pdf……Page 260
page_z0250.pdf……Page 261
page_z0251.pdf……Page 262
page_z0252.pdf……Page 263
page_z0253.pdf……Page 264
page_z0254.pdf……Page 265
page_z0255.pdf……Page 266
page_z0256.pdf……Page 267
page_z0257.pdf……Page 268
page_z0258.pdf……Page 269
page_z0259.pdf……Page 270
page_z0260.pdf……Page 271
page_z0261.pdf……Page 272
page_z0262.pdf……Page 273
page_z0263.pdf……Page 274
page_z0264.pdf……Page 275
page_z0265.pdf……Page 276
page_z0266.pdf……Page 277
page_z0267.pdf……Page 278
page_z0268.pdf……Page 279
page_z0269.pdf……Page 280
page_z0270.pdf……Page 281
page_z0271.pdf……Page 282
page_z0272.pdf……Page 283
page_z0273.pdf……Page 284
page_z0274.pdf……Page 285
page_z0275.pdf……Page 286
page_z0276.pdf……Page 287
page_z0277.pdf……Page 288
page_z0278.pdf……Page 289
page_z0279.pdf……Page 290
page_z0280.pdf……Page 291
page_z0281.pdf……Page 292
page_z0282.pdf……Page 293
page_z0283.pdf……Page 294
page_z0284.pdf……Page 295
page_z0285.pdf……Page 296
page_z0286.pdf……Page 297
page_z0287.pdf……Page 298
page_z0288.pdf……Page 299
page_z0289.pdf……Page 300
page_z0290.pdf……Page 301
page_z0291.pdf……Page 302
page_z0292.pdf……Page 303
page_z0293.pdf……Page 304
page_z0294.pdf……Page 305
page_z0295.pdf……Page 306
page_z0296.pdf……Page 307
page_z0297.pdf……Page 308
page_z0298.pdf……Page 309
page_z0299.pdf……Page 310
page_z0300.pdf……Page 311
page_z0301.pdf……Page 312
page_z0302.pdf……Page 313
page_z0303.pdf……Page 314
page_z0304.pdf……Page 315
page_z0305.pdf……Page 316
page_z0306.pdf……Page 317
page_z0307.pdf……Page 318
page_z0308.pdf……Page 319
page_z0309.pdf……Page 320
page_z0310.pdf……Page 321
page_z0311.pdf……Page 322
page_z0312.pdf……Page 323
page_z0313.pdf……Page 324
page_z0314.pdf……Page 325
page_z0315.pdf……Page 326
page_z0316.pdf……Page 327
page_z0317.pdf……Page 328
page_z0318.pdf……Page 329
page_z0319.pdf……Page 330
page_z0320.pdf……Page 331
page_z0321.pdf……Page 332
page_z0322.pdf……Page 333
page_z0323.pdf……Page 334
page_z0324.pdf……Page 335
page_z0325.pdf……Page 336
page_z0326.pdf……Page 337
page_z0327.pdf……Page 338
page_z0329.pdf……Page 339
page_z0330.pdf……Page 340
page_z0331.pdf……Page 341
page_z0332.pdf……Page 342
page_z0333.pdf……Page 343
page_z0334.pdf……Page 344
page_z0335.pdf……Page 345
page_z0336.pdf……Page 346
page_z0337.pdf……Page 347
page_z0338.pdf……Page 348
page_z0339.pdf……Page 349
page_z0340.pdf……Page 350
page_z0341.pdf……Page 351
page_z0342.pdf……Page 352
page_z0343.pdf……Page 353
page_z0344.pdf……Page 354
page_z0345.pdf……Page 355
page_z0346.pdf……Page 356
page_z0347.pdf……Page 357
page_z0348.pdf……Page 358
page_z0349.pdf……Page 359
page_z0350.pdf……Page 360
page_z0351.pdf……Page 361
page_z0352.pdf……Page 362
page_z0353.pdf……Page 363
page_z0354.pdf……Page 364
page_z0355.pdf……Page 365
page_z0357.pdf……Page 366
page_z0358.pdf……Page 367
page_z0359.pdf……Page 368
page_z0360.pdf……Page 369
page_z0361.pdf……Page 370
page_z0362.pdf……Page 371
page_z0363.pdf……Page 372
page_z0364.pdf……Page 373
page_z0365.pdf……Page 374
page_z0366.pdf……Page 375
page_z0367.pdf……Page 376
page_z0368.pdf……Page 377
page_z0369.pdf……Page 378
page_z0370.pdf……Page 379
page_z0371.pdf……Page 380
page_z0372.pdf……Page 381
page_z0373.pdf……Page 382
page_z0374.pdf……Page 383
page_z0375.pdf……Page 384
page_z0376.pdf……Page 385
page_z0377.pdf……Page 386
page_z0378.pdf……Page 387
page_z0379.pdf……Page 388
page_z0380.pdf……Page 389
page_z0381.pdf……Page 390
page_z0382.pdf……Page 391
page_z0383.pdf……Page 392
page_z0384.pdf……Page 393
page_z0385.pdf……Page 394
page_z0386.pdf……Page 395
page_z0387.pdf……Page 396
page_z0389.pdf……Page 397
page_z0390.pdf……Page 398
page_z0391.pdf……Page 399
page_z0392.pdf……Page 400