Instrumental variable methods for system identification:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin u.a.
Springer
1983
|
| Series: | Lecture notes in control and information sciences
57 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | VII, 243 S. |
| ISBN: | 354012814X 038712814X |
Staff View
MARC
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Record in the Search Index
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| adam_text | TABLE OF CONTENTS
PART I: PRELIMINARIES AND DEFINITIONS
Chapter 1. INTRODUCTION 3
Chapter 2. PRELIMINARIES
2.1 Model itAuctuAz 6
2.2 Syitem 12
2.3 ExpeAAjnzntaZ condition 18
2.4 Some notational conventions 20
2.5 RemaAks and bibtioQia.phic.al notes 21
Chapter 3. BASIC AND EXTENDED IV ALGORITHMS
3.1 Basic IV variants 23
3.2 Extended IV valiants 31
3.3 Bootstrap IV variants 37
3.4 RemaAks and biblA.og uipklcal notes 38
PART II: ANALYSIS
Chapter 4. CONSISTENCY
4.1 GzneAat considenatiom 47
4.2 Analy ii O IV vaAianti ^oi icalaA. iyitemi 55
4.3 Anatyili o$ IV variants ^oh. mUtivaxiable. y tem6 60
4.4 ConveAQencz anaZyiis o bootstrap IV va/uanis 67
4.5 RemaAkA and b ihtiogfiaph icat notes 74
Chapter 5. ACCURACY
5.1 Asymptotic dJLbtxihviXJLon of, IV estimaXois 75
5.2 A ymptotic distAibuAMm o bootstrap TV estimatons 85
5.3 KemaAks and b ihtiogiapkicat notes 88
Chapter 6. OPTIMAL IV ESTIMATORS
6.1 Statement o£ optimatity ptoblemi 89
6.2 Some, aptimizatijon examples 93
6.3 Optimal IV estimatons and approximate, implementations 96
6.4 AnaJLy U oi thz approximate mplemzntatlon oi optimat
IV eMtimaXcm, 106
6.5 RemaJikA and b ihLLognaphuMl note* 119
Chapter 7. OPTIMAL INPUT DESIGN
7.1 Statement o thz pnoblem 120
7.2 Input poMmztexlzcvtLon 122
7.3 Covcuiiance. KnalULzaXXjon 125
7.4 AlgotiXJmic capexiti 132
7.5 Rema/ifci and bibtlogtaphLcM. notzi 141
PART III: PRACTICAL ASPECTS AND CASE STUDIES
Chapter 8. SUMMARY OF THE ANALYSIS AND HINTS FOR THE USER
8.1 Bai tc iacti on IV zAtimation 145
8.2 Hinti ^o/i chooilng the. IV vtwuwt 150
8.3 ULnti ion. input deJ Lgn 156
8.4 Hinti ion mod.nH itnuatane. ielzatlon 157
Chapter 9. CASE STUDIES
9.1 GwvwJL cu pe.ct 165
9.2 A dnwm dnleA 168
9.3 An economic. pnoceAA 172
9.4 A gcu iuJwa.ce. 175
9.5 A tunbo cdLtexncvton 181
APPENDICES
Appendix 1. PERSISTENTLY EXCITING SIGNALS 189
Appendix 2. SOME RESULTS ON POLYNOMIALS AND ANALYTIC FUNCTIONS 195
Appendix 3. SOME MATRIX RESULTS 200
Appendix 4. SOME PROBABILITY RESULTS 213
Appendix 5. THE LEVINSON DURBIN ALGORITHM 216
Appendix 6. SOME TERMINOLOGY ASSOCIATED WITH RATIONAL MATRICES 225
REFERENCES 227
SUBJECT INDEX 239
|
| any_adam_object | 1 |
| author | Söderström, Torsten Stoica, Petre 1949- |
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| dewey-full | 003 |
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| dewey-ones | 003 - Systems |
| dewey-raw | 003 |
| dewey-search | 003 |
| dewey-sort | 13 |
| dewey-tens | 000 - Computer science, information, general works |
| discipline | Informatik Mathematik Mess-/Steuerungs-/Regelungs-/Automatisierungstechnik |
| format | Book |
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| id | DE-604.BV000148185 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T15:09:24Z |
| institution | BVB |
| isbn | 354012814X 038712814X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-000082752 |
| oclc_num | 9830902 |
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| physical | VII, 243 S. |
| publishDate | 1983 |
| publishDateSearch | 1983 |
| publishDateSort | 1983 |
| publisher | Springer |
| record_format | marc |
| series | Lecture notes in control and information sciences |
| series2 | Lecture notes in control and information sciences |
| spelling | Söderström, Torsten Verfasser aut Instrumental variable methods for system identification T. Söderström ; P. G. Stoica Berlin u.a. Springer 1983 VII, 243 S. txt rdacontent n rdamedia nc rdacarrier Lecture notes in control and information sciences 57 Parameter estimation System identification Systemidentifikation (DE-588)4121753-6 gnd rswk-swf Hilfsvariablenmethode (DE-588)4159880-5 gnd rswk-swf Parameterschätzung (DE-588)4044614-1 gnd rswk-swf Parameterschätzung (DE-588)4044614-1 s DE-604 Systemidentifikation (DE-588)4121753-6 s Hilfsvariablenmethode (DE-588)4159880-5 s Stoica, Petre 1949- Verfasser (DE-588)170493105 aut Lecture notes in control and information sciences 57 (DE-604)BV005848579 57 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=000082752&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Söderström, Torsten Stoica, Petre 1949- Instrumental variable methods for system identification Lecture notes in control and information sciences Parameter estimation System identification Systemidentifikation (DE-588)4121753-6 gnd Hilfsvariablenmethode (DE-588)4159880-5 gnd Parameterschätzung (DE-588)4044614-1 gnd |
| subject_GND | (DE-588)4121753-6 (DE-588)4159880-5 (DE-588)4044614-1 |
| title | Instrumental variable methods for system identification |
| title_auth | Instrumental variable methods for system identification |
| title_exact_search | Instrumental variable methods for system identification |
| title_full | Instrumental variable methods for system identification T. Söderström ; P. G. Stoica |
| title_fullStr | Instrumental variable methods for system identification T. Söderström ; P. G. Stoica |
| title_full_unstemmed | Instrumental variable methods for system identification T. Söderström ; P. G. Stoica |
| title_short | Instrumental variable methods for system identification |
| title_sort | instrumental variable methods for system identification |
| topic | Parameter estimation System identification Systemidentifikation (DE-588)4121753-6 gnd Hilfsvariablenmethode (DE-588)4159880-5 gnd Parameterschätzung (DE-588)4044614-1 gnd |
| topic_facet | Parameter estimation System identification Systemidentifikation Hilfsvariablenmethode Parameterschätzung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=000082752&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV005848579 |
| work_keys_str_mv | AT soderstromtorsten instrumentalvariablemethodsforsystemidentification AT stoicapetre instrumentalvariablemethodsforsystemidentification |