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Tableofcontents
Preface//7
10Introduction//9
1.1.Theconceptofsystemidentification//9
1.2.Classificationofidentificationmethods//12
20Systemmodels//13
2.1.Introduction//13
2.1.1.Discrete-timemodels//13
2.1.2.Discretisationusingthezero-orderholdmethod//14
2.1.3.Tustin!smethod//15
2.1.4.Finitedifferencemethod//15
2.2.Deterministicmodels//16
2.2.1.FIRmodel//16
2.2.2.ARMAmodel//17
2.2.3.State-spacemodel//19
2.3.Stochasticmodels//23
2.3.1.ARMAXandARIMAXmodels//23
2.3.2.ARXandARIXmodels//24
2.3.3.Outputerrormodel//26
2.3.4.State-spacemodel//27
2.4.Boundednoisemodels//29
2.4.1.Modelwithsimpledisturbanceinput//30
2.4.2.Modelwithcompounddisturbanceinput//30
2.4.3.State-spacemodel//31
2.5.Modelproperties//32
2.5.1.Controllability,reachability,observabilityanddetectability//32
2.5.2.Identifiability//33
30Directestimationmethods//35
3.1.Introduction//35
3.2.Orderofpersistentexcitation//36
3.2.1.Definition//36
3.2.2.Orderofpersistentexcitationoftypicalsignals//37
3.2.3.Persistentexcitationandparameterestimation//38
3.3.Deterministicmodelsandtheleast-squaresmethod//39
3.4.Stochasticmodelsandtheleast-squaresmethod//40
3.4.1.Least-squaresmethodforstochasticmodels//40
3.4.2.Weightedleast-squaresmethod//48
3.4.3.Bias-eliminatedleast-squaresmethod//48
3.4.4.Instrumentalvariablesmethod//51
3.4.5.Maximumlikelihoodmethod//52
3.5.Boundednoisemodelsandtheleast-squaresmethod//55
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