Linear algebra -- Discrete-time signals and systems -- Random variables and signals -- Kalman filtering -- Estimation of spectra and frequency-response functions -- Output-error parametric model estimation -- Prediction-error parametric model estimation -- Subspace model identification -- The system-identification cycle
Summary
This book discusses the design of reliable numerical methods to retrieve missing information in models of complex systems
Bibliography
Includes bibliographical references (pages 395-400) and index
