Pintelon / Schoukens System Identification

A Frequency Domain Approach
1. Auflage 2004
ISBN: 978-0-471-66095-8
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 648 Seiten, E-Book

Electrical Engineering System Identification A Frequency DomainApproach How does one model a linear dynamic system from noisydata? This book presents a general approach to this problem, withboth practical examples and theoretical discussions that give thereader a sound understanding of the subject and of the pitfallsthat might occur on the road from raw data to validated model. Theemphasis is on robust methods that can be used with a minimum ofuser interaction. Readers in many fields of engineering will gainknowledge about:
* Choice of experimental setup and experiment design
* Automatic characterization of disturbing noise
* Generation of a good plant model
* Detection, qualification, and quantification of nonlineardistortions
* Identification of continuous- and discrete-time models
* Improved model validation tools
and from the theoretical side about:
* System identification
* Interrelations between time- and frequency-domainapproaches
* Stochastic properties of the estimators
* Stochastic analysis
System Identification: A Frequency Domain Approach is written forpracticing engineers and scientists who do not want to delve intomathematical details of proofs. Also, it is written for researcherswho wish to learn more about the theoretical aspects of the proofs.Several of the introductory chapters are suitable forundergraduates. Each chapter begins with an abstract and ends withexercises, and examples are given throughout.

Autoren/Hrsg.

Pintelon, Rik

Schoukens, Johan

Inhaltsverzeichnis

Preface.
Acknowledgments.
List of Operators and National Conventions.
List of Symbols.
List of Abbreviations.
An Introduction to Identification.
Measurements of Frequency Response Functions.
Frequency Response Function Measurements in the Presence ofNonlinear Distortions.
Design of Excitation Signals.
Models of Linear Time-Invariant Systems.
An Intuitive Introduction to Frequency Domain Identification.
Estimation with Known Noise Model.
Estimation with Unknown Noise Model.
Model Selection and Validation.
Base Choices in System Identification.
Guidelines for the User.
Applications.
Some Linear Algebra Fundamentals.
Some Probability and Stochastic Convergence Fundamentals.
Properties of Least Squares Estimators with DeterministicWeighting.
Properties of Least Squares Estimators with StochasticWeighting.
Identification of Semilinear Models.
Identification of Invariant of (Over) Parameterized Models.
References.
Subject Index.
Reference Index.
About the Authors.

Über Autor(innen)

About the Authors Rik Pintelon and Johan Schoukens are professors of electrical engineering at the Vrije Universiteit Brussels, Brussels, Belgium. They share research interests in system identification, signal processing, and measurement techniques. They are the coauthors of a software package with a user-friendly graphical user interface called Frequency Domain System Identification Toolbox for Matlab(r), which covers the methods discussed in this book.