Dynamic system identification : experiment design and data analysis /
Dynamic system identification : experiment design and data analysis.
Clasificación: | Libro Electrónico |
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Autor principal: | |
Otros Autores: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
New York :
Academic Press,
1977.
|
Colección: | Mathematics in science and engineering ;
v. 136. |
Temas: | |
Acceso en línea: | Texto completo Texto completo Texto completo |
MARC
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100 | 1 | |a Goodwin, Graham C. |q (Graham Clifford), |d 1945- | |
245 | 1 | 0 | |a Dynamic system identification : |b experiment design and data analysis / |c Graham C. Goodwin and Robert L. Payne. |
260 | |a New York : |b Academic Press, |c 1977. | ||
300 | |a 1 online resource (x, 291 pages) : |b illustrations | ||
336 | |a text |b txt |2 rdacontent | ||
337 | |a computer |b c |2 rdamedia | ||
338 | |a online resource |b cr |2 rdacarrier | ||
490 | 1 | |a Mathematics in science and engineering ; |v v. 136 | |
504 | |a Includes bibliographical references and index. | ||
520 | |a Dynamic system identification : experiment design and data analysis. | ||
588 | 0 | |a Print version record. | |
506 | |3 Use copy |f Restrictions unspecified |2 star |5 MiAaHDL | ||
533 | |a Electronic reproduction. |b [Place of publication not identified] : |c HathiTrust Digital Library, |d 2010. |5 MiAaHDL | ||
538 | |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |u http://purl.oclc.org/DLF/benchrepro0212 |5 MiAaHDL | ||
583 | 1 | |a digitized |c 2010 |h HathiTrust Digital Library |l committed to preserve |2 pda |5 MiAaHDL | |
505 | 0 | |a Front Cover; Dynamic System Identification: Experiment Design and Data Analysis; Copyright Page; Contents; Preface; Chapter 1. Introduction and Statistical Background; 1.1 Introduction; 1.2 Probability Theory; 1.3 Point Estimation Theory; 1.4 Sufficient Statistics; 1.5 Hypothesis Testing; 1.6 The Bayesian Decision Theory Approach; 1.7 Information Theory Approach; 1.8 Commonly Used Estimators; 1.9 Conclusions; Problems; Chapter 2. Linear Least Squares and Normal Theory; 2.1 Introduction; 2.2 The Least Squares Solution; 2.3 Best Linear Unbiased Estimators | |
505 | 8 | |a 2.4 Unbiased Estimation of BLUE Covariance2.5 Normal Theory; 2.6 Numerical Aspects; 2.7 Conclusions; Problems; Chapter 3. Maximum Likelihood Estimators; 3.1 Introduction; 3.2 The Likelihood Function and the ML Estimator; 3.3 Maximum Likelihood for the Normal Linear Model; 3.4 General Properties; 3.5 Asymptotic Properties; 3.6 The Likelihood Ratio Test; 3.7 Conclusions; Problems; Chapter 4. Models for Dynamic Systems; 4.1 Introduction; 4.2 Deterministic Models; 4.3 Canonical Models; 4.4 Stochastic Models (The Covariance Stationary Case); 4.5 Stochastic Models (Prediction Error Formulation) | |
505 | 8 | |a 4.6 ConclusionsProblems; Chapter 5. Estimation for Dynamic Systems; 5.1 Introduction; 5.2 Least Squares for Linear Dynamic Systems; 5.3 Consistent Estimators for Linear Dynamic Systems; 5.4 Prediction Error Formulation and Maximum Likelihood; 5.5 Asymptotic Properties; 5.6 Estimation in Closed Loop; 5.7 Conclusions; Problems; Chapter 6. Experiment Design; 6.1 Introduction; 6.2 Design Criteria; 6.3 Time Domain Design of Input Signals; 6.4 Frequency Domain Design of Input Signals; 6.5 Sampling Strategy Design; 6.6 Design for Structure Discrimination; 6.7 Conclusions; Problems | |
505 | 8 | |a Chapter 7. Recursive Algorithms7.1 Introduction; 7.2 Recursive Least Squares; 7.3 Time Varying Parameters; 7.4 Further Recursive Estimators for Dynamic Systems; 7.5 Stochastic Approximation; 7.6 Convergence of Recursive Estimators; 7.7 Recursive Experiment Design; 7.8 Stochastic Control; 7.9 Conclusions; Problems; Appendix A. Summary of Results from Distribution Theory; A.1 Characteristic Function; A.2 The Normal Distribution; A.3 The?2 ("Chi Squared") Distribution; A.4 The "F" Distribution; A.5 The Student t Distribution; A.6 The Fisher-Cochrane Theorem; A.7 The Noncentral?2 Distribution | |
505 | 8 | |a Appendix B. Limit TheoremsB. 1 Convergence of Random Variables; B.2 Relationships between Convergence Concepts; B.3 Some Important Convergence Theorems; Appendix C. Stochastic Processes; C.1 Basic Results; C.2 Continuous Time Stochastic Processes; C.3 Spectral Representation of Stochastic Processes; Appendix D. Martingale Convergence Results; D.1 Toeplitz and Kronecker Lemmas; D.2 Martingales; Appendix E. Mathematical Results; E.l Matrix Results; E.2 Vector and Matrix Differentiation Results; E.3 Caratheodory's Theorem; Problem Solutions; References; Index | |
650 | 0 | |a System analysis. | |
650 | 0 | |a Mathematical models. | |
650 | 0 | |a Experimental design. | |
650 | 2 | |a Systems Analysis |0 (DNLM)D013597 | |
650 | 2 | |a Models, Theoretical |0 (DNLM)D008962 | |
650 | 2 | |a Research Design |0 (DNLM)D012107 | |
650 | 6 | |a Analyse de syst�emes. |0 (CaQQLa)201-0007674 | |
650 | 6 | |a Mod�eles math�ematiques. |0 (CaQQLa)201-0015060 | |
650 | 6 | |a Plan d'exp�erience. |0 (CaQQLa)201-0002591 | |
650 | 7 | |a systems analysis. |2 aat |0 (CStmoGRI)aat300077662 | |
650 | 7 | |a mathematical models. |2 aat |0 (CStmoGRI)aat300065075 | |
650 | 7 | |a MATHEMATICS |x General. |2 bisacsh | |
650 | 7 | |a Experimental design |2 fast |0 (OCoLC)fst00918404 | |
650 | 7 | |a Mathematical models |2 fast |0 (OCoLC)fst01012085 | |
650 | 7 | |a System analysis |2 fast |0 (OCoLC)fst01141385 | |
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650 | 7 | |a Systemanalyse |2 gnd |0 (DE-588)4116673-5 | |
650 | 7 | |a Versuchsanlage |2 gnd |0 (DE-588)4280406-1 | |
700 | 1 | |a Payne, Robert L. | |
776 | 0 | 8 | |i Print version: |a Goodwin, Graham C. (Graham Clifford), 1945- |t Dynamic system identification. |d New York : Academic Press, 1977 |z 9780122897504 |w (DLC) 76050396 |w (OCoLC)3088727 |
830 | 0 | |a Mathematics in science and engineering ; |v v. 136. | |
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856 | 4 | 0 | |u https://sciencedirect.uam.elogim.com/science/publication?issn=00765392&volume=136 |z Texto completo |
856 | 4 | 0 | |u https://sciencedirect.uam.elogim.com/science/bookseries/00765392/136 |z Texto completo |