Filtering and System Identification: A Least Squares Approach

Preface 1. Introduction 2. Linear algebra 3. Discrete-time signals and systems 4. Random variables and signals 5. Kalman filtering 6. Estimation of spectra and frequency response functions 7. Output-error parametric model estimation 8. Prediction-error parametric model estimation 9. Subspace model identification 10. The system identification cycle Notation and symbols List of abbreviations References Index.