Exact and approximate modeling of linear systems : a behavioral approach / Ivan Markovsky ... [et al.].

Format:

Book

Contributor:

Markovsky, Ivan.

Society for Industrial and Applied Mathematics.

Series:

Mathematical modeling and computation.

Mathematical modeling and computation

Language:

English

Subjects (All):

Linear systems--Mathematical models.

Linear systems.

Approximation theory.

Mathematical statistics.

Physical Description:

1 electronic text (x, 206 p.) : ill., digital file.

Place of Publication:

Philadelphia, Pa. : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), 2006.

Language Note:

English

System Details:

Mode of access: World Wide Web.

System requirements: Adobe Acrobat Reader.

Summary:

This title elegantly introduces the behavioral approach to mathematical modeling, an approach that requires models to be viewed as sets of possible outcomes rather than to be a priori bound to particular representations. The authors discuss exact and approximate fitting of data by linear, bilinear, and quadratic static models and linear dynamic models, a formulation that enables readers to select the most suitable representation for a particular purpose. This book presents exact subspace-type and approximate optimization-based identification methods, as well as representation-free problem formulations, an overview of solution approaches, and software implementation. Readers will find an exposition of a wide variety of modeling problems starting from observed data. The presented theory leads to algorithms that are implemented in C language and in MATLAB.

Contents:

1. Introduction

2. Approximate modeling via misfit minimization

3. Weighted total least squares

4. Structured total least squares

5. Bilinear errors-in-variables model

6. Ellipsoid fitting

7. Introduction to dynamical models

8. Exact identification

9. Balanced model identification

10. Errors-in-variables smoothing and filtering

11. Approximate system identification

12. Conclusions.

Notes:

Bibliographic Level Mode of Issuance: Monograph

Includes bibliographical references (p. 197-202) and index.

Description based on title page of print version.

ISBN:

0-89871-826-0

Publisher Number:

MM11 siam

MM11 SIAM