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Subspace Methods for S...
Tohru Katayama
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Subspace Methods for System Identification

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An in-depth introduction to subspace methods for system identification in discrete-time linear systems thoroughly augmented with advanced and novel results, this text is structured into three parts.

Part I deals with the mathematical preliminaries: numerical linear algebra; system theory; stochastic processes; and Kalman filtering. Part II explains realization theory as app
Paperback, 392 pages
Published October 19th 2010 by Springer (first published January 1st 2005)
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