Overview
- The introductory material combined with novel research results and proofs will make this an all-in-one reference of subspace identification methods for control and signal processing researchers
- Develops new results in stochastic realization theory incorporating the presence of exogenous inputs
- Chapter-by-chapter examples, exercises and solutions will guide the graduate student through learning basic and abstruse aspects of subspace methods and system identification
- Tutors and supervisors are provided with ready checks on their students’ progress with exercise solutions and pre-written Matlab® programs reducing preparation effort to a minimum
- Includes supplementary material: sn.pub/extras
Part of the book series: Communications and Control Engineering (CCE)
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Table of contents (11 chapters)
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Front Matter
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Back Matter
Keywords
About this book
An in-depth introduction to subspace methods for system identification in discrete-time linear systems thoroughly augmented with advanced and novel results, this text is structured into three parts.
Part I deals with the mathematical preliminaries: numerical linear algebra; system theory; stochastic processes; and Kalman filtering. Part II explains realization theory as applied to subspace identification. Stochastic realization results based on spectral factorization and Riccati equations, and on canonical correlation analysis for stationary processes are included. Part III demonstrates the closed-loop application of subspace identification methods.
Subspace Methods for System Identification is an excellent reference for researchers and a useful text for tutors and graduate students involved in control and signal processing courses. It can be used for self-study and will be of interest to applied scientists or engineers wishing to use advanced methods in modeling and identification of complex systems.
Reviews
From the reviews:
"The book is devoted to subspace methods used for system identification. … The book contains also some tutorial problems with solutions and MATLAB programs, which demonstrate various aspects of the methods propounded to introductory and research material. Therefore it may be a valuable reference for researches as well, a very useful text for tutors and graduate students involved with courses in control and signal processing. The book is clearly written and well organized." (Ryszard Gessing, Zentralblatt MATH, Vol. 1118 (20), 2007)
"Subspace identification methods have become a major tool in system identification during the last decades. … The book is written in a systematic way and generally easy to follow. The ideas are presented in a systematic and coherent manner. … the monograph is suited for researchers, practitioners and graduate students, in particular from an (systems) engineering community. It provides an excellent reference book for realization theory and linear systems." (Wolfgang Scherrer, International Journal of Robust and Nonlinear Control, Vol. 18, 2008)
Authors and Affiliations
About the author
Tohru Katayama received B.E., M.E. and Ph.D. degrees in applied mathematics and physics, from Kyoto University, in 1964, 1966 and 1969, respectively. Since 1986, he has been Professor at the Department of Applied Mathematics and Physics, Kyoto University, and had visiting positions at UCLA and the University of Padova. His main research interests include statistical estimation theory, Kalman filtering, spectral factorization, stochastic realization, system identification, and modeling and control of industrial processes, in which areas he has published over 100 papers, six books in Japanese, and edited a book on control and signal processing.
Professor Katayama has been an Associate Editor of IEEE Transactions on Automatic Control from 1996 to 1998, and a Subject Editor of Journal of Nonlinear and Robust Control for the last 10 years. He is a Fellow of the Society of Instrumentation and Control Engineers, Japan, is a past Chair of the IFAC Technical Committee on Stochastic Systems and is now the Chair of the IFAC Coordinating Committee on Systems and Signals for 2002-2005.
Bibliographic Information
Book Title: Subspace Methods for System Identification
Authors: Tohru Katayama
Series Title: Communications and Control Engineering
DOI: https://doi.org/10.1007/1-84628-158-X
Publisher: Springer London
eBook Packages: Engineering, Engineering (R0)
Copyright Information: Springer-Verlag London 2005
Softcover ISBN: 978-1-84996-988-8Published: 19 October 2010
eBook ISBN: 978-1-84628-158-7Published: 11 October 2005
Series ISSN: 0178-5354
Series E-ISSN: 2197-7119
Edition Number: 1
Number of Pages: XVI, 392
Topics: Communications Engineering, Networks, Control and Systems Theory, Systems Theory, Control, Signal, Image and Speech Processing, Industrial Chemistry/Chemical Engineering