Filtering and System Identification (English, Michel Verhaegen | Vincent Verdult)
by Michel Verhaegen | Vincent Verdult
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About the Book
Filtering and system identification are powerful techniques for building models of complex systems. This 2007 book discusses the design of reliable numerical methods to retrieve missing information in models derived using these techniques. Emphasis is on the least squares approach as applied to the linear state-space model, and problems of increasing complexity are analyzed and solved within this framework, starting with the Kalman filter and con…
ISBN: 9781107405028
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