Exact And Approximate Modeling Of Linear Systems A Behavioral Approach Mathematical Modeling And Computation Monographs On Mathematical Modeling And Computation Ivan Markovsky by Ivan Markovsky, Jan C. Willems, Sabine Van Huffel, Bart De Moor 9780898716030, 0898716039 instant download after payment.

Exact and Approximate Modeling of Linear Systems: A Behavioral Approach elegantly introduces the behavioral approach to mathematical modeling, an approach that requires models to be viewed as sets of possible outcomes rather than to be a priori bound to particular representations. The authors discuss exact and approximate fitting of data by linear, bilinear, and quadratic static models and linear dynamic models, a formulation that enables readers to select the most suitable representation for a particular purpose. This book presents exact subspace-type and approximate optimization-based identification methods, as well as representation-free problem formulations, an overview of solution approaches, and software implementation. Readers will find an exposition of a wide variety of modeling problems starting from observed data. The presented theory leads to algorithms that are implemented in C language and in MATLAB. Audience This book is written primarily for electrical, mechanical, and chemical engineers, applied mathematicians, econometricians, and statisticians. Chapters 3 and 4 will be of interest to chemometricians, and Chapters 5 and 6 to researchers in the field of computer vision. Preface; Chapter 1: Introduction; Chapter 2: Approximate Modeling via Misfit Minimization; Part I: Static Problems. Chapter 3: Weighted Total Least Squares; Chapter 4: Structured Total Least Squares; Chapter 5: Bilinear Errors-in-Variables Model; Chapter 6: Ellipsoid Fitting; Part II: Dynamic Problems. Chapter 7: Introduction to Dynamical Models; Chapter 8: Exact Identification; Chapter 9: Balanced Model Identification; Chapter 10: Errors-in-Variables Smoothing and Filtering; Chapter 11: Approximate System Identification; Chapter 12: Conclusions; Appendix A: Proofs; Appendix B: Software; Notation; Bibliography; Index.