Implements all methods in the System Identification Toolbox (to be run with MATLAB). Pg.___
Serves as a complete update to what has been the leading book on the market, as well as the most cited one, for the past decade. It has been translated into Russian and Chinese. Pg.___
Integrates a wealth of problem sets to both reinforce and challenge readers' understanding of key concepts. Pg.___
Links coverage to the System Identification Toolbox, the internationally best selling software for System Identification. Pg.___
Lennart Ljung's System Identification: Theory for the User is a complete, coherent description of the theory, methodology, and practice of System Identification. This completely revised Second Edition introduces subspace methods, methods that utilize frequency domain data, and general non-linear black box methods, including neural networks and neuro-fuzzy modeling. The book contains many new computer-based examples designed for Ljung's market-leading software, System Identification Toolbox for MATLAB. Ljung combines careful mathematics, a practical understanding of real-world applications, and extensive exercises. He introduces both black-box and tailor-made models of linear as well as non-linear systems, and he describes principles, properties, and algorithms for a variety of identification techniques.