System Identification Advances and Case Studies

System Identification Advances and Case Studies PDF Author:
Publisher: Academic Press
ISBN: 0080956351
Category : Mathematics
Languages : en
Pages : 606

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Book Description
In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; andmethods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory.As a result, the book represents a blend of new methods in general computational analysis,and specific, but also generic, techniques for study of systems theory ant its particularbranches, such as optimal filtering and information compression. - Best operator approximation,- Non-Lagrange interpolation,- Generic Karhunen-Loeve transform- Generalised low-rank matrix approximation- Optimal data compression- Optimal nonlinear filtering

System Identification Advances and Case Studies

System Identification Advances and Case Studies PDF Author:
Publisher: Academic Press
ISBN: 0080956351
Category : Mathematics
Languages : en
Pages : 606

Get Book Here

Book Description
In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; andmethods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory.As a result, the book represents a blend of new methods in general computational analysis,and specific, but also generic, techniques for study of systems theory ant its particularbranches, such as optimal filtering and information compression. - Best operator approximation,- Non-Lagrange interpolation,- Generic Karhunen-Loeve transform- Generalised low-rank matrix approximation- Optimal data compression- Optimal nonlinear filtering

Principles of System Identification

Principles of System Identification PDF Author: Arun K. Tangirala
Publisher: CRC Press
ISBN: 143989602X
Category : Technology & Engineering
Languages : en
Pages : 908

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Book Description
Master Techniques and Successfully Build Models Using a Single Resource Vital to all data-driven or measurement-based process operations, system identification is an interface that is based on observational science, and centers on developing mathematical models from observed data. Principles of System Identification: Theory and Practice is an introductory-level book that presents the basic foundations and underlying methods relevant to system identification. The overall scope of the book focuses on system identification with an emphasis on practice, and concentrates most specifically on discrete-time linear system identification. Useful for Both Theory and Practice The book presents the foundational pillars of identification, namely, the theory of discrete-time LTI systems, the basics of signal processing, the theory of random processes, and estimation theory. It explains the core theoretical concepts of building (linear) dynamic models from experimental data, as well as the experimental and practical aspects of identification. The author offers glimpses of modern developments in this area, and provides numerical and simulation-based examples, case studies, end-of-chapter problems, and other ample references to code for illustration and training. Comprising 26 chapters, and ideal for coursework and self-study, this extensive text: Provides the essential concepts of identification Lays down the foundations of mathematical descriptions of systems, random processes, and estimation in the context of identification Discusses the theory pertaining to non-parametric and parametric models for deterministic-plus-stochastic LTI systems in detail Demonstrates the concepts and methods of identification on different case-studies Presents a gradual development of state-space identification and grey-box modeling Offers an overview of advanced topics of identification namely the linear time-varying (LTV), non-linear, and closed-loop identification Discusses a multivariable approach to identification using the iterative principal component analysis Embeds MATLAB® codes for illustrated examples in the text at the respective points Principles of System Identification: Theory and Practice presents a formal base in LTI deterministic and stochastic systems modeling and estimation theory; it is a one-stop reference for introductory to moderately advanced courses on system identification, as well as introductory courses on stochastic signal processing or time-series analysis.The MATLAB scripts and SIMULINK models used as examples and case studies in the book are also available on the author's website: http://arunkt.wix.com/homepage#!textbook/c397

Trends and Progress in System Identification

Trends and Progress in System Identification PDF Author: Pieter Eykhoff
Publisher: Elsevier
ISBN: 1483148661
Category : Mathematics
Languages : en
Pages : 419

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Book Description
Trends and Progress in System Identification is a three-part book that focuses on model considerations, identification methods, and experimental conditions involved in system identification. Organized into 10 chapters, this book begins with a discussion of model method in system identification, citing four examples differing on the nature of the models involved, the nature of the fields, and their goals. Subsequent chapters describe the most important aspects of model theory; the ""classical"" methods and time series estimation; application of least squares and related techniques for the estimation of dynamic system parameters; the maximum likelihood and error prediction methods; and the modern development of statistical methods. Non-parametric approaches, identification of nonlinear systems by piecewise approximation, and the minimax identification are then explained. Other chapters explore the Bayesian approach to system identification; choice of input signals; and choice and effect of different feedback configurations in system identification. This book will be useful for control engineers, system scientists, biologists, and members of other disciplines dealing withdynamical relations.

System Identification

System Identification PDF Author: Lennart Ljung
Publisher: Pearson Education
ISBN: 0132440539
Category : Technology & Engineering
Languages : en
Pages : 875

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Book Description
The field's leading text, now completely updated. Modeling dynamical systems — theory, methodology, and applications. Lennart Ljung's System Identification: Theory for the User is a complete, coherent description of the theory, methodology, and practice of System Identification. This completely revised Second Edition introduces subspace methods, methods that utilize frequency domain data, and general non-linear black box methods, including neural networks and neuro-fuzzy modeling. The book contains many new computer-based examples designed for Ljung's market-leading software, System Identification Toolbox for MATLAB. Ljung combines careful mathematics, a practical understanding of real-world applications, and extensive exercises. He introduces both black-box and tailor-made models of linear as well as non-linear systems, and he describes principles, properties, and algorithms for a variety of identification techniques: Nonparametric time-domain and frequency-domain methods. Parameter estimation methods in a general prediction error setting. Frequency domain data and frequency domain interpretations. Asymptotic analysis of parameter estimates. Linear regressions, iterative search methods, and other ways to compute estimates. Recursive (adaptive) estimation techniques. Ljung also presents detailed coverage of the key issues that can make or break system identification projects, such as defining objectives, designing experiments, controlling the bias distribution of transfer-function estimates, and carefully validating the resulting models. The first edition of System Identification has been the field's most widely cited reference for over a decade. This new edition will be the new text of choice for anyone concerned with system identification theory and practice.

System Identification

System Identification PDF Author: R. Isermann
Publisher: Elsevier
ISBN: 148313945X
Category : Technology & Engineering
Languages : en
Pages : 93

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Book Description
System Identification is a special section of the International Federation of Automatic Control (IFAC)-Journal Automatica that contains tutorial papers regarding the basic methods and procedures utilized for system identification. Topics include modeling and identification; step response and frequency response methods; correlation methods; least squares parameter estimation; and maximum likelihood and prediction error methods. After analyzing the basic ideas concerning the parameter estimation methods, the book elaborates on the asymptotic properties of these methods, and then investigates the application of the methods to particular model structures. The text then discusses the practical aspects of process identification, which includes the usual, general procedures for process identification; selection of input signals and sampling time; offline and on-line identification; comparison of parameter estimation methods; data filtering; model order testing; and model verification. Computer program packages are also discussed. This compilation of tutorial papers aims to introduce the newcomers and non-specialists in this field to some of the basic methods and procedures used for system identification.

System Identification

System Identification PDF Author: Raman K. Mehra
Publisher: Elsevier Science & Technology
ISBN:
Category : Mathematics
Languages : en
Pages : 616

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Book Description
In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation; methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; and methods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory. As a result, the book represents a blend of new methods in general computational analysis, and specific, but also generic, techniques for study of systems theory ant its particular branches, such as optimal filtering and information compression. - Best operator approximation, - Non-Lagrange interpolation, - Generic Karhunen-Loeve transform - Generalised low-rank matrix approximation - Optimal data compression - Optimal nonlinear filtering

First European Simulation Congress ESC 83

First European Simulation Congress ESC 83 PDF Author: W. Ameling
Publisher: Springer Science & Business Media
ISBN: 3642692958
Category : Computers
Languages : en
Pages : 662

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Book Description
Welcome to Aachen and to the First European Simulation Congress ESC83, a triennial international conference jointly promoted by ASIM/GI, DBSS, SIMS and UKSC. ESC83 is organized by ASIM/GI,. supported by SCS and IMACS, and sponsored by NGI (section for simulation). It takes place at the Karman Auditorium of the Aachen Technical Univer sity, FRG. The aim of ESC83 is to cover all aspects of modeling and simulation in theory and practice, to promote the exchange of knowlewdge and experience between different international research groups in this field, and to strengthen the international contact between developers and users of modeling and simulation techniques. On the occasion of the Congress people of scientific and engineering disciplines will meet to discuss the state of the art and future activities and developments. A large number of contributed papers has been strictly examined and selected by the Scientific Committee to guarantee a high international standard. The book contains the accepted papers that will be presented at the Congress. The papers have been classified according to the following keywords.

Trends in Control

Trends in Control PDF Author: Alberto Isidori
Publisher: Springer Science & Business Media
ISBN: 1447130618
Category : Technology & Engineering
Languages : en
Pages : 424

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Book Description
This book contains the text of the plenary lectures and the mini-courses of the European Control Conference (ECC 95) held in Rome, Italy, September 5-September 8, 1995. In particular, the book includes nine essays in which a selected number of prominent authorities present their views on some of the most recent developments in the theory and practice of control systems design and three self-contained sets of lecture notes. Some of the essays are focused on the topic of robust control. The article by J. Ackermann describes how to robustly control the rotational motions of a vehicle, to the purpose of simplifying the driver's task. The contribution by H. K wakernaak presents a detailed discussion of the requirements that performance and robustness impose on control systems design and of the symmetric roles of sensitivity and complementary sensitivity functions. The article by P. Boulet, B. A. Francis, P. C . Hughes and T. Hong describes an experimental testbed facility, called Daisy, whose dynamics emulate those of a real large flexible space structure and whose purpose is to test advanced identification and control design methods. The article of K. Glover discusses recent advances in uncertain system modeling, analysis and design, with ref erence to a flight control case study that has been test flown. The other essays describe advances in fundamental problems of control theory. The article by V. A. Yakubovich is a survey of certain new infinite horizon linear-quadratic optimization problems. The contribution by A. S.

Model-Based Signal Processing

Model-Based Signal Processing PDF Author: James V. Candy
Publisher: John Wiley & Sons
ISBN: 0471732664
Category : Technology & Engineering
Languages : en
Pages : 702

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Book Description
A unique treatment of signal processing using a model-based perspective Signal processing is primarily aimed at extracting useful information, while rejecting the extraneous from noisy data. If signal levels are high, then basic techniques can be applied. However, low signal levels require using the underlying physics to correct the problem causing these low levels and extracting the desired information. Model-based signal processing incorporates the physical phenomena, measurements, and noise in the form of mathematical models to solve this problem. Not only does the approach enable signal processors to work directly in terms of the problem's physics, instrumentation, and uncertainties, but it provides far superior performance over the standard techniques. Model-based signal processing is both a modeler's as well as a signal processor's tool. Model-Based Signal Processing develops the model-based approach in a unified manner and follows it through the text in the algorithms, examples, applications, and case studies. The approach, coupled with the hierarchy of physics-based models that the author develops, including linear as well as nonlinear representations, makes it a unique contribution to the field of signal processing. The text includes parametric (e.g., autoregressive or all-pole), sinusoidal, wave-based, and state-space models as some of the model sets with its focus on how they may be used to solve signal processing problems. Special features are provided that assist readers in understanding the material and learning how to apply their new knowledge to solving real-life problems. * Unified treatment of well-known signal processing models including physics-based model sets * Simple applications demonstrate how the model-based approach works, while detailed case studies demonstrate problem solutions in their entirety from concept to model development, through simulation, application to real data, and detailed performance analysis * Summaries provided with each chapter ensure that readers understand the key points needed to move forward in the text as well as MATLAB(r) Notes that describe the key commands and toolboxes readily available to perform the algorithms discussed * References lead to more in-depth coverage of specialized topics * Problem sets test readers' knowledge and help them put their new skills into practice The author demonstrates how the basic idea of model-based signal processing is a highly effective and natural way to solve both basic as well as complex processing problems. Designed as a graduate-level text, this book is also essential reading for practicing signal-processing professionals and scientists, who will find the variety of case studies to be invaluable. An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department

Recursive Estimation and Time-Series Analysis

Recursive Estimation and Time-Series Analysis PDF Author: Peter C. Young
Publisher: Springer Science & Business Media
ISBN: 3642219810
Category : Technology & Engineering
Languages : en
Pages : 505

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Book Description
This is a revised version of the 1984 book of the same name but considerably modified and enlarged to accommodate the developments in recursive estimation and time series analysis that have occurred over the last quarter century. Also over this time, the CAPTAIN Toolbox for recursive estimation and time series analysis has been developed at Lancaster, for use in the MatlabTM software environment (see Appendix G). Consequently, the present version of the book is able to exploit the many computational routines that are contained in this widely available Toolbox, as well as some of the other routines in MatlabTM and its other toolboxes. The book is an introductory one on the topic of recursive estimation and it demonstrates how this approach to estimation, in its various forms, can be an impressive aid to the modelling of stochastic, dynamic systems. It is intended for undergraduate or Masters students who wish to obtain a grounding in this subject; or for practitioners in industry who may have heard of topics dealt with in this book and, while they want to know more about them, may have been deterred by the rather esoteric nature of some books in this challenging area of study.