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System Identification

The field of system identification uses statistical methods to build mathematical models of dynamical systems from measured data. System identification also includes the optimal design of experiments for efficiently generating informative data for fitting such models as well as model reduction. A common approach is to start from measurements of the behavior of the system and the external influences (inputs to the system) and try to determine a mathematical relation between them without going into many details of what is actually happening inside the system; this approach is called system identification.

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System Identification: Theory for the User

Lennart Ljung, Linkoping University, Sweden
Beginner
Book
Theory

From the Back Cover

The field's leading text, now completely updated. 

Modeling dynamical systems ― theory, methodology, and applications. 

Lennart Ljung's System Identification: Theory...

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