Subspace Methods for System Identification

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

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Tohru Katayama

Subspace Methods for System Identification With 66 Figures

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Tohru Katayama, PhD Department of Applied Mathematics and Physics, Graduate School of Informatics, Kyoto University, Kyoto 606-8501, Japan Series Editors E.D. Sontag · M. Thoma · A. Isidori · J.H. van Schuppen

British Library Cataloguing in Publication Data Katayama, Tohru, 1942Subspace methods for system identification : a realization approach. - (Communications and control engineering) 1. System indentification 2. Stochastic analysis I. Title 003.1 ISBN-10: 1852339810 Library of Congress Control Number: 2005924307 Apart from any fair dealing for the purposes of research or private study, or criticism or review, as permitted under the Copyright, Designs and Patents Act 1988, this publication may only be reproduced, stored or transmitted, in any form or by any means, with the prior permission in writing of the publishers, or in the case of reprographic reproduction in accordance with the terms of licences issued by the Copyright Licensing Agency. Enquiries concerning reproduction outside those terms should be sent to the publishers. Communications and Control Engineering Series ISSN 0178-5354 ISBN-10 1-85233-981-0 ISBN-13 978-1-85233-981-4 Springer Science+Business Media springeronline.com ©