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Subspace Methods for System Identification

Overview of attention for book
Cover of 'Subspace Methods for System Identification'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 Linear Algebra and Preliminaries
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    Chapter 3 Discrete-Time Linear Systems
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    Chapter 4 Stochastic Processes
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    Chapter 5 Kalman Filter
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    Chapter 6 Realization of Deterministic Systems
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    Chapter 7 Stochastic Realization Theory (1)
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    Chapter 8 Stochastic Realization Theory (2)
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    Chapter 9 Subspace Identification (1) — ORT
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    Chapter 10 Subspace Identification (2) — CCA
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    Chapter 11 Identification of Closed-loop System
Attention for Chapter 4: Stochastic Processes
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