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001 978-3-319-75001-9
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020 _a9783319750019
_9978-3-319-75001-9
024 7 _a10.1007/978-3-319-75001-9
_2doi
050 4 _aTJ212-225
072 7 _aTJFM
_2bicssc
072 7 _aGPFC
_2bicssc
072 7 _aTEC004000
_2bisacsh
072 7 _aTJFM
_2thema
082 0 4 _a629.8312
_223
082 0 4 _a003
_223
100 1 _aSöderström, Torsten.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
_945756
245 1 0 _aErrors-in-Variables Methods in System Identification
_h[electronic resource] /
_cby Torsten Söderström.
250 _a1st ed. 2018.
264 1 _aCham :
_bSpringer International Publishing :
_bImprint: Springer,
_c2018.
300 _aXXVII, 485 p. 30 illus., 3 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aCommunications and Control Engineering,
_x2197-7119
505 0 _aChapter 1. Introduction -- Chapter 2. The Static Case -- Chapter 3. The Errors-in-Variables Problem for Dynamic Systems -- Chapter 4. Identifiability Aspects -- Chapter 5. Modeling Aspects -- Chapter 6. Elementary Methods -- Chapter 7. Methods Based on Bias-Compensation -- Chapter 8. Covariance Matching -- Chapter 9. Prediction Error and Maximum Likelihood Methods -- Chapter 10. Frequency Domain Methods -- Chapter 11. Total Least Squares -- Chapter 12. Methods for Periodic Data -- Chapter 13. Algorithmic Properties -- Chapter 14. Asymptotic Distributions -- Chapter 15. Errors-in-Variables Problems in Practice -- Index -- References.
520 _aThis book presents an overview of the different errors-in-variables (EIV) methods that can be used for system identification. Readers will explore the properties of an EIV problem. Such problems play an important role when the purpose is the determination of the physical laws that describe the process, rather than the prediction or control of its future behaviour. EIV problems typically occur when the purpose of the modelling is to get physical insight into a process. Identifiability of the model parameters for EIV problems is a non-trivial issue, and sufficient conditions for identifiability are given. The author covers various modelling aspects which, taken together, can find a solution, including the characterization of noise properties, extension to multivariable systems, and continuous-time models. The book finds solutions that are constituted of methods that are compatible with a set of noisy data, which traditional approaches to solutions, such as (total) least squares, do not find. A number of identification methods for the EIV problem are presented. Each method is accompanied with a detailed analysis based on statistical theory, and the relationship between the different methods is explained. A multitude of methods are covered, including: instrumental variables methods; methods based on bias-compensation; covariance matching methods; and prediction error and maximum-likelihood methods. The book shows how many of the methods can be applied in either the time or the frequency domain and provides special methods adapted to the case of periodic excitation. It concludes with a chapter specifically devoted to practical aspects and user perspectives that will facilitate the transfer of the theoretical material to application in real systems. Errors-in-Variables Methods in System Identification gives readers the possibility of recovering true system dynamics from noisy measurements, while solving over-determined systems of equations, making it suitable for statisticians and mathematicians alike. The book also acts as a reference for researchers and computer engineers because of its detailed exploration of EIV problems. .
650 0 _aControl engineering.
_931970
650 0 _aSystem theory.
_93409
650 0 _aControl theory.
_93950
650 0 _aTelecommunication.
_910437
650 0 _aComputer networks .
_931572
650 0 _aStatistics .
_931616
650 1 4 _aControl and Systems Theory.
_931972
650 2 4 _aSystems Theory, Control .
_931597
650 2 4 _aCommunications Engineering, Networks.
_931570
650 2 4 _aComputer Communication Networks.
_945757
650 2 4 _aStatistical Theory and Methods.
_931618
710 2 _aSpringerLink (Online service)
_945758
773 0 _tSpringer Nature eBook
776 0 8 _iPrinted edition:
_z9783319750002
776 0 8 _iPrinted edition:
_z9783319750026
776 0 8 _iPrinted edition:
_z9783030091255
830 0 _aCommunications and Control Engineering,
_x2197-7119
_945759
856 4 0 _uhttps://doi.org/10.1007/978-3-319-75001-9
912 _aZDB-2-ENG
912 _aZDB-2-SXE
942 _cEBK
999 _c77734
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