Interactive system identification: prospects and pitfalls (Q1188956)

The book deals with stochastic dynamic model design and with construction of operator's guide functions for identification packages. It stresses the intuitive interpretation of the theoretical assumptions on identification methods. The main tools are probabilistic concepts such as Bayes and statistical testing hypothesis methods. The book is oriented towards interactive computer-aided system identification. The book contains ten chapters. The first two chapters introduce the model structure and probabilistic models. Chapter 3 is devoted to the experiment. Chapters 4 and 5 deal with identification problem and modeling. Large-sample theory is discussed in Chapter 6. Validation and falsification techniques are covered in Chapters 7 and 8. Chapters 9 and 10 treat structure identification and unified design procedure. The book has plenty of examples including software implementations. The book can be used as a graduate text and also as a reference book for practicing engineers.