Dynamic System Identification. Experiment Design and Data Analysis. Mathematics in Science and Engineering, Volume 136

Dynamic system identification : experiment design and data analysis. Content: Edited by Page iii Copyright page Page iv Preface Pages ix-x Chapter 1 Introduction and Statistical Background Pages 1-21 Chapter 2 Linear Least Squares and Normal Theory Pages 22-44 Chapter 3 Maximum Likelihood Estimators Pages 45-60 Chapter 4 Models for Dynamic Systems Pages 61-81 Chapter 5 Estimation for Dynamic Systems Pages 82-123 Chapter 6 Experiment Design Pages 124-174 Chapter 7 Recursive Algorithms Pages 175-208 Appendix A Summary of Results from Distribution Theory Pages 209-219 Appendix B Limit Theorems Pages 220-224 Appendix C Stochastic Processes Pages 225-233 Appendix D Martingale Convergence Results Pages 234-240 Appendix E Mathematical Results Pages 241-245 Problem Solutions Pages 246-275 References Pages 276-286 Index Pages 287-291