Theory and Practice of Recursive Identification

Lennart Ljung; Torsten Söderström

ISBN 10: 0262620588 / ISBN 13: 9780262620581

Published by MIT, 1987

The item shows wear from consistent use, but it remains in good condition and works perfectly. All pages and cover are intact including the dust cover, if applicable . Spine may show signs of wear. Pages may include limited notes and highlighting. May NOT include discs, access code or other supplemental materials. Seller Inventory # BVV.0262620588.G

Synopsis:

Methods of recursive identification deal with the problem of building mathematical models of signals and systems on-line, at the same time as data is being collected. Such methods, which are also known as adaptive algorithms or sequential parameter estimation methods, may be applied to a wide spectrum of online adaptive systems, such as devices for signal processing, prediction, or control and are useful for modeling systems in general. For example, they can be used to analyze the demand for power on an electric generating grid and help the grid adjust to continually changing power needs, or applied to the changing conditions of a papermaking plant, or to monitoring pollution in a river. This book provides a comprehensive and systematic framework for developing, describing, and analyzing such recursive algorithms. It has been carefully designed and organized to meet the needs of readers with different objectives. With a myriad of algorithms now in use, it provides a simple and coherent frame of reference for understanding the subject and will serve as a guide to the large number of choices made available by the advent of inexpensive, powerful digital processors. Readers primarily interested in theory will find a detailed development of convergence analysis and asymptotic distribution results. For graduate students it is a basic introduction to the subject. And for engineers interested in practical applications, the book's earlier theory-oriented chapters are equipped with "user's summaries" that provide direct access to the discussion of practical aspects developed in the final three chapters on implementation and applications. The authors are both affiliated with Swedish universities.Lennart Ljung is Professor and Head of the Electrical Engineering Department at Linkoping University, and Torsten Soderstrom is Professor in the Department of Automatic Control and Systems Analysis at Uppsala University. Their book is fifth in The MIT Press Signal Processing, Optimization, and Control Series, edited by Alan S. Willsky.

Bibliographic Details

Title: Theory and Practice of Recursive ...
Publisher: MIT
Publication Date: 1987
Binding: Soft cover
Condition: good