1st Edition
by Sergio Bittanti (Author)
This book is about constructing
models from experimental data. It covers a range of topics, from
statistical data prediction to Kalman filtering, from black-box model
identification to parameter estimation, from spectral analysis to
predictive control.
Written for graduate students, this textbook
offers an approach that has proven successful throughout the many years
during which its author has taught these topics at his University.
The book:
- Contains accessible methods explained step-by-step in simple terms
- Offers an essential tool useful in a variety of fields, especially engineering, statistics, and mathematics
- Includes
an overview on random variables and stationary processes, as well as an
introduction to discrete time models and matrix analysis
- Incorporates
historical commentaries to put into perspective the developments that
have brought the discipline to its current state
- Provides many
examples and solved problems to complement the presentation and
facilitate comprehension of the techniques presented