Deterministic identification of dynamical systems (Q1187691)

If we have in view the entire literature devoted to identification of dynamical systems, we may easily ascertain that the greatest part of it relies on stochastic approaches. And this because the discrepancy between observed data and models of dynamical systems may be also explained through stochastic uncertainty. Unlike to this point of view, in this book no statistical assumptions are made. Correspondingly, the author opinion is that ``the model errors do not reflect chance, but arise because a simple model can only give an approximate representation of complex systems''. Thus, the topic of this monograph is deterministic time series analysis and identification of dynamical systems. Relying on a modelling methodology, the deterministic identification of dynamical systems is dealt by considering the exact modelling, the approximate modelling, and the model approximation. More about the goal and the usefulness of this monograph may be understood from its contents: I. Introduction (Modelling; Over view and summary), II. Deterministic modelling (Introduction and examples; Modelling objectives; Model class; Conclusion), III. Exact modelling (Introduction and examples; Exact modelling on an infinite time series; Exact modelling of a finite time series; Conclusion), IV. Model approximation (Introduction; Complexity of dynamical systems; A class of \(\ell_ 2\)- systems; Scattering representations of \(\ell_ 2\)-systems; Model approximation for \(\ell_ 2\)-systems; Conclusion), V. Approximate modelling (Introduction; Deterministic static modelling; Deterministic time series analysis; Algorithms for deterministic time series analysis; Consistency; Simulations; Conclusion); Conclusions; Appendix (proofs). Clearly, just reading the contents only, one can easily perceive the view on applied mathematics and the ideas on modelling of professor J. C. Willems (University of Groningen), whose co-worker the author is. The good influence of the working atmosphere in which the book has been conceived may also be seen first of all in its accuracy. The book has been written to benefit PhD students, scientists and researchers with a wide range of backgrounds and interests, but especially it may be useful to applied mathematicians, and to systems and control engineers.