Applied system identification

"Effective system identification includes the underlying methodologies, computational procedures, and their implementation. To this end, this volume presents readers with the mathematical background required to participate in the growing field of system identification as applied to engineering systems. Author Jer-Nan Juang provides a common basis for understanding the techniques developed under various disciplines. In addition, he attempts to bring the discipline of system identification up to date." "Specifically Applied System Identification: provides an overview of the disciplines of modal testing used in structural engineering and system identification; presents time- and frequency-domain models used in the disciplines of structures and controls; identifies basic concepts and properties of the frequency response function; features a unified mathematical framework based on the theory of system realization to correlate some of the existing time-domain methods commonly used in modal testing; introduces readers to a new way of interpreting the input/output relationship via an observer for identification of a system model and its corresponding observer to characterize system uncertainties; proposes a simple, yet effective way of curve-fitting the frequency response data and of constructing a system model via matrix-fraction description methods; considers the identification problem of a system operating in closed-loop with an existing feedback controller; develops a unified mathematical framework to derive recursive algorithms for the fast transversal filter and the least-squares lattice filter." "Whether used as a textbook or as an addition to your personal reference library, Applied System Identification offers an ideal opportunity to build a bridge between the disciplines of system identification as applied to controls and to modal testing."--BOOK JACKET.

1. Introduction -- Identification methods -- 2. Time-domain models -- Discrete-time state-space model -- State-space observer model -- 3. Frequency-domain models -- Laplace transforms -- z-Transforms -- 4. Frequency response functions -- Basic formulations -- FRF from input/output DFT -- Input/output correlation -- Coherence function -- 5. System realization theory -- Controllability and observability -- The eigensystem realization algorithm (ERA) -- The ERA with data correlations (ERA/DC) -- Canonical-form realization -- 6. Observer/Kalman filter identification -- Basic observer equation -- Computation of Markov parameters -- Relationship to a Kalman filter -- Computational steps of OKID -- Observer estimation from output residuals -- Backward-time observer models -- 7. Frequency-domain state-space system identification -- Left natrix-fraction description -- Right matrix-fraction description -- Computational steps -- 8. Observer/controller identification -- Observer/controller Markov parameters -- Computational steps of OCID -- 9. Recursive techniques -- Classical recursive least-squares filter -- Fast transversal filter -- Least-squares lattice filter -- Comparison between the t…