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System Identification: Theory for the User (2nd Edition)
 
 
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Editorial Reviews

Product Description

A complete, coherent description of the theory, methodology, & practice of System Identification. This completely revised second edition introduces subspace methods that utilize frequency domain data, & general non-linear black box methods, including neural networks & neuro-fuzzy modeling.


From the Publisher

Describes the diverse area of identification algorithms within a coherent framework. An account of underlying principles, main theoretical results as well as algorithms and practical aspects. For Sr/Grad course or systems identification in EE, ME, CHE (usually taught by controls and systems people). --This text refers to an out of print or unavailable edition of this title.

Product Details

  • Hardcover: 672 pages
  • Publisher: Prentice Hall PTR; 2 edition (January 8, 1999)
  • Language: English
  • ISBN-10: 0136566952
  • ISBN-13: 978-0136566953
  • Product Dimensions: 9.3 x 7 x 1.5 inches
  • Shipping Weight: 2.6 pounds (View shipping rates and policies)
  • Average Customer Review: 3.8 out of 5 stars  See all reviews (6 customer reviews)
  • Amazon.com Sales Rank: #408,069 in Books (See Bestsellers in Books)

More About the Author

Lennart Ljung
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Inside This Book (learn more)
Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
parameter estimation methods, signal spectra, output error model structure, estimating state space models, presampling filters, closed loop data, model structure selection, extended observability matrix, intersample behavior, spectral analysis estimate, associated prediction errors, open loop operation, closed loop identification, recursive identification algorithms, false local minima, prediction error method, limiting estimate, minimizing argument, local identifiability, multivariable case, model parametrization, slow disturbances, robust norms, transfer function estimate, multistage methods
Key Phrases - Capitalized Phrases (CAPs): (learn more)
Models of Linear Time-Invariant Systems, Time-Invariant Linear Systems, Experiment Design, Computing the Estimate, Time Figure, Proof of Theorem, Recursive Estimation Methods, Best Fits, Family of Transfer-Function Models, Identifiability of Black-Box Multivariable Model Structures, Some Applications, Asymptotic Distribution of Parameter Estimates, Use Problem, Proof of Lemma, Comparing Model Structures, Some Formal Aspects, Nonlinear Black-Box Models, Frequency-Domain Methods, Choice of Norm, Choice of Identification Criterion, Fit Linear Models, The Choice of Updating Step, Basic Principles, Frequency-Domain Description of the Limit Model, Consider Problem
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Customer Reviews

6 Reviews
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Average Customer Review
3.8 out of 5 stars (6 customer reviews)
 
 
 
 
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13 of 14 people found the following review helpful:
4.0 out of 5 stars A Complete Text for System Identification, September 12, 2001
By Chris S. Edrington (Rolla, MO United States) - See all my reviews
This book is very through in presenting methods of system identification...mathematically. However as with most good mathematical oriented books there are not a lot of practical design type problems. One other mark aginst the book is that similar notation is used for different topics, which can sometimes be a bit confusing. One thing I might recommend, to a potential buyer is that you take a course in random process, and possess a through understanding of signals and transforms. All in all though if a little more meat in terms of practicality were added I'd rate this book a five.
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9 of 10 people found the following review helpful:
2.0 out of 5 stars Poorly written book for the engineer. Might be useful for a mathemtician, October 3, 2007
By scotthew "bigmbooks" (Columbia, MD United States) - See all my reviews
Let me be the first to slam this book as having little practical use. The author uses a very unconventional, inconsistent notation that renders this book virtually unreadable. This is coming from somebody who has taken various courses in probability/stochastic processes, system dynamics, controls, and Kalman filtering.

The "theory" part in the title is dead on, but what about the "for the user" part? What user is this referring to, an ivory tower professor? Most of the problems at the end of each chapter begin with "prove", which in my opinion makes this a math book and not an engineering text. A practical example never surfaces in the text.

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5 of 6 people found the following review helpful:
3.0 out of 5 stars Notational Inconsistency killed this book, January 2, 2008
I have two system identification books on my table right now: One is by Prof Ljung and the other is 'Time Series: Theory and Methods' by Profs. Brockwell and Davis, and I must say that I refer to the latter much more often than the former. The primary reason for this is that Prof. Ljung's book uses notation very inconsistently. This makes for very difficult reading. On the other hand 'Time Series: T&M' is consistent and an excellent resource. Both books are of an advanced nature, suitable for graduate students. Again, 'Time Series T&M' is more rigorous.

Nonetheless, if you plan on using Matlab's Sys Id toolbox, I would recommend Prof. Ljung's book. He wrote the toolbox, and he refers heavily in the Matlab documentation to the book.
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Most Recent Customer Reviews

5.0 out of 5 stars System Identification Review Book
Covred basic and advanced topics in system Id. sield. It is good to read it while reading the System Id user's guide in MATLAB.
Published 19 months ago by A. Alomari

4.0 out of 5 stars good reference
This book is a fundamental volume for whoever is interested in identification techniques. Theory is explained clearly.
Published on March 8, 2007 by S. Santaniello

5.0 out of 5 stars excellent book
An excellent textbook for engineers, and a necessary reference for Matlab toolbox (System Identification).
Published on February 19, 2001

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