System Identification

LENNART LJUNG is Professor of the Chair of Automatic Control in the Department of Electrical Engineering, Linkping University, Sweden. He is the author of nine books and over 100 articles in refereed international journals, as well as the author of the fields leading software package, System Identification Toolbox for MATLAB.

• 1. Introduction. PART I. SYSTEMS AND MODELS. 2. Time-Invariant Linear Systems. 3. Simulation, Prediction, and Control. 4. Models of Linear Time-Invariant Systems. 5. Models for Time-Varying and Nonlinear Systems. PART II. METHODS. 6. Nonparametric Time- and Frequency-Domain Methods. 7.Parameter Estimation Methods. 8.Covergence and Consistency. 9. Asymptotic Distribution of Parameter Estimates. 10. Computing the Estimate. 11. Recursive Estimation Methods. PART III. USER'S CHOICES. 12. Options and Objectives. 13. Affecting the Bias Distribution of Transfer-Function Estimates. 14. Experiment Design. 15. Choice of Identification Criterion. 16. Model Structure Selection and Model Validation. 17. System Identification in Practice. Appendix I. Some Concepts from Probability Theory. Appendix II. Some Statistical Techniques for Linear Regressions.