[LNCIS 127] Deterministic Identification of Dynamical Systems [Lecture Notes in Control and Information Sciences] (Springer 1989).pdf

Lecture Notes in
Control and
Information Sciences
Edited by and
127
C. Heij
Deterministic Identification
of Dynamical Systems
Springer-Verlag
Berlin Heidelberg New York
London Paris Tokyo Hong Kong
Series Editors
M. Thoma • A. Wyner
Advisory Board
L D. Davisson • A. G. J. MacFarlane • H. Kwakernaak
J. L Massey • Ya Z. Tsypkin • A. J, Viterbi
Author
Dr. C. Heij
Department of Econometrics
Erasmus University Rotterdam
P. O. Box 1738
3000 DR Rotterdam
herlands
ISBN 3-540-51323-X Springer-Verlag Berlin Heidelberg New York
ISBN 0-387-51323-X Springer-Verlag New York Berlin Heidelberg
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© Springer-Vedag Berlin, Heidelberg 1989
Printed In Germany
The use of registered names,trademarks, etc. in this publication does not imply, even in the
absence of a specific statement,that such names are exempt from the relevant protective laws
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Offsetprinting: Mercedes-Druck,Berlin
Binding: B. Helm, Berlin
2161/3020-543210
PREFACE
This monograph describes a deterministic approach to identification of linear
dynamical systems. This subject is related with systems theory, statistics,
time series analysis, econometrics and signal processing. The exposition is of
an introductory nature. The main ideas and methods originate in linear systems
theory and linear algebra.
I