Subspace methods for system identification

Introduction Part I: Preliminaries Linear Algebra and Preliminaries Disctrete-time Linear Systems Stochastic Processes Kalman Filter Part II: Realization Theory Realization of Deterministic Problems Stochastic Realization Theory I Stochastic Realization Theory II Part III: Subspace Identification Subspace Identification I: ORT Subspace Identification II: CCA Identification of Closed-loop System Appendices Least-squares Method Input Signals for System Identification Overlapping Parametrization Matlab(R) Programs Solutions to Problems