Theory and practice of recursive identification. (English) Zbl 0548.93075

Ljung, Lennart; Söderström, Torsten

The MIT Press Series in Signal Processing, Optimization, and Control, 4. Cambridge, Massachusetts - London: The MIT Press. XIX, 529 p. $ 67.50 (1983).

The authors approach the problem of recursive identification (RI) by creating a general framework, within which most known methods can be recognized as special cases or seen as arising from particular choices of some design variable (including model parameterization). It includes seven chapters and seven appendices.
In Chapter 1 the basic notions of model, system and recursive identification are given. The several approaches to RI are presented in Chapter 2 and the general framework is developed in Chapter 3. Analysis of the properties of the estimates produced by the general algorithm is discussed in Chapter 4 and the choice of the algorithm in Chapter 5. The implementation of the algorithms is treated in Chapter 6 and various applications of RI are discussed in Chapter 7.

Reviewer: P.Morettin

MSC:

93E12	Identification in stochastic control theory
93-02	Research exposition (monographs, survey articles) pertaining to systems and control theory
93B30	System identification
93B40	Computational methods in systems theory (MSC2010)
93E10	Estimation and detection in stochastic control theory
93E25	Computational methods in stochastic control (MSC2010)

Keywords:

recursive identification; algorithm