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020 _a9783319750019
024 7 _a10.1007/978-3-319-75001-9
_2doi
040 _aES-MaUEC
_bspa
_cES-MaUEC
_dES-MaUEC
041 0 _aeng
050 4 _aQA275
_b2018 EB
100 1 _aSöderström, Torsten
_eautor
_9673045
245 1 0 _aErrors-in-Variables Methods in System Identification
_cby Torsten Söderström
264 1 _aCham
_bSpringer International Publishing
_c2018
300 _a1 recurso en línea (XXVII, 485 páginas)
_b30 ilustraciones, 3 ilustraciones a color
336 _2rdacontent
_aTexto
_btxt
337 _2rdamedia
_aelectrónico
_bc
338 _2rdacarrier
_arecurso electrónico
_bcr
347 _atext file
_bPDF
490 0 _aCommunications and Control Engineering,
_x0178-5354
490 0 _aEngineering (Springer-11647)
505 0 _aChapter 1. Introduction -- Chapter 2. The Static Case -- Chapter 3. The Errors-in-Variables Problem for Dynamic Systems -- Chapter 4. Identifiability Aspects -- Chapter 5. Modeling Aspects -- Chapter 6. Elementary Methods -- Chapter 7. Methods Based on Bias-Compensation -- Chapter 8. Covariance Matching -- Chapter 9. Prediction Error and Maximum Likelihood Methods -- Chapter 10. Frequency Domain Methods -- Chapter 11. Total Least Squares -- Chapter 12. Methods for Periodic Data -- Chapter 13. Algorithmic Properties -- Chapter 14. Asymptotic Distributions -- Chapter 15. Errors-in-Variables Problems in Practice -- Index -- References.
520 3 _aThis book presents an overview of the different errors-in-variables (EIV) methods that can be used for system identification. Readers will explore the properties of an EIV problem. Such problems play an important role when the purpose is the determination of the physical laws that describe the process, rather than the prediction or control of its future behaviour. EIV problems typically occur when the purpose of the modelling is to get physical insight into a process. Identifiability of the model parameters for EIV problems is a non-trivial issue, and sufficient conditions for identifiability are given. The author covers various modelling aspects which, taken together, can find a solution, including the characterization of noise properties, extension to multivariable systems, and continuous-time models. The book finds solutions that are constituted of methods that are compatible with a set of noisy data, which traditional approaches to solutions, such as (total) least squares, do not find. A number of identification methods for the EIV problem are presented. Each method is accompanied with a detailed analysis based on statistical theory, and the relationship between the different methods is explained. A multitude of methods are covered, including: instrumental variables methods; methods based on bias-compensation; covariance matching methods; and prediction error and maximum-likelihood methods. The book shows how many of the methods can be applied in either the time or the frequency domain and provides special methods adapted to the case of periodic excitation. It concludes with a chapter specifically devoted to practical aspects and user perspectives that will facilitate the transfer of the theoretical material to application in real systems. Errors-in-Variables Methods in System Identification gives readers the possibility of recovering true system dynamics from noisy measurements, while solving over-determined systems of equations, making it suitable for statisticians and mathematicians alike. The book also acts as a reference for researchers and computer engineers because of its detailed exploration of EIV problems. .
988 _aEBSPRINGER_2018
650 7 _2embne
_9673046
_aAnálisis de errores
776 0 8 _iEdición impresa:
_z9783319750002
776 0 8 _iEdición impresa:
_z9783319750026
856 4 0 _uhttps://go.openathens.net/redirector/universidadeuropea.es?url=https://doi.org/10.1007/978-3-319-75001-9
_zAcceso a este recurso digital (usuarios Universidad Europea de Madrid)
942 _2lcc
_cLE
_n0
998 _b04/2020
_dz
_eb
_zSI