The main topic of this textbook is how to obtain an appropriate mathematical model of a dynamic system on the basis of observed time series and prior knowledge of the system. Therefore first some background of dynamic systems and the modeling of these systems is presented.


Parameter Estimation Problem Basic Model Structure Unknown Model Parameter State Estimation Problem System Identification Problem 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


  1. [BJ70]
    G.E.P. Box, G.M. Jenkins, Time Series Analysis: Forecasting and Control (Holden-Day, Oakland, 1970) Google Scholar
  2. [CG00]
    J. Chen, G. Gu, Control-oriented System Identification: an h Approach (Wiley, New York, 2000) Google Scholar
  3. [CZ95]
    R.F. Curtain, H.J. Zwart, An Introduction to Infinite-dimensional Linear Systems Theory (Springer, Berlin, 1995), p. 698 Google Scholar
  4. [Eyk74]
    P. Eykhoff, System Identification: Parameter and State Estimation (Wiley-Interscience, New York, 1974) Google Scholar
  5. [GGS01]
    G.C. Goodwin, S.F. Graebe, M.E. Salgado, Control System Design (Prentice Hall, New York, 2001) Google Scholar
  6. [GP77]
    G.C. Goodwin, R.L. Payne, Dynamic System Identification: Experiment Design and Data Analysis (Prentice-Hall, New York, 1977) Google Scholar
  7. [GP08]
    W. Greblicki, M. Pawlak, Non-Parametric System Identification (Cambridge University Press, Cambridge, 2008) Google Scholar
  8. [Gui03]
    R. Guidorzi, Multivariable System Identification: From Observations to Models (Bononia University Press, Bologna, 2003) Google Scholar
  9. [HP05]
    D. Hinrichsen, A.J. Pritchard, Mathematical Systems Theory I: Modelling, State Space Analysis, Stability and Robustness. Texts in Applied Mathematics, vol. 48 (Springer, Berlin, 2005) Google Scholar
  10. [HRvS07]
    C. Heij, A. Ran, F. van Schagen, Introduction to Mathematical Systems Theory: Linear Systems, Identification and Control (Birkhäuser, Basel, 2007) Google Scholar
  11. [Joh93]
    R. Johansson, System Modeling and Identification (Prentice Hall, New York, 1993) Google Scholar
  12. [Kat05]
    T. Katayama, Subspace Methods for System Identification. Communications and Control Engineering (Springer, Berlin, 2005) Google Scholar
  13. [KR76]
    R.L. Kashyap, A.R. Rao, Dynamic Stochastic Models from Empirical Data (Academic Press, San Diego, 1976) Google Scholar
  14. [LG94]
    L. Ljung, T. Glad, Modeling of Dynamic Systems (Prentice Hall, New York, 1994) Google Scholar
  15. [Lju87]
    L. Ljung, System Identification—Theory for the User (Prentice Hall, New York, 1987) Google Scholar
  16. [Lju99b]
    L. Ljung, System Identification—Theory for the User, 2nd edn. (Prentice Hall, New York, 1999) Google Scholar
  17. [Nor86]
    J.P. Norton, An Introduction to Identification (Academic Press, San Diego, 1986) Google Scholar
  18. [PS01]
    R. Pintelon, J. Schoukens, System Identification: A Frequency Domain Approach (Wiley–IEEE Press, New York, 2001) Google Scholar
  19. [PW98]
    J.W. Polderman, J.C. Willems, Introduction to Mathematical Systems Theory: A Behavioral Approach (Springer, Berlin, 1998) Google Scholar
  20. [Sch73]
    F.C. Schweppe, Uncertain Dynamic Systems (Prentice-Hall, New York, 1973) Google Scholar
  21. [Sor80]
    H.W. Sorenson, Parameter Estimation (Dekker, New York, 1980) Google Scholar
  22. [SS87]
    T. Söderström, P.G. Stoica, System Identification (Prentice Hall, New York, 1987) Google Scholar
  23. [VV07]
    M. Verhaegen, V. Verdult, Filtering and System Identification: A Least Squares Approach (Cambridge University Press, Cambridge, 2007) Google Scholar
  24. [WP97]
    E. Walter, L. Pronzato, Identification of Parametric Models from Experimental Data. Communications and Control Engineering (Springer, Berlin, 1997) Google Scholar
  25. [You84]
    P.C. Young, Recursive Estimation and Time-series Analysis: An Introduction. Communications and Control Engineering (Springer, Berlin, 1984) Google Scholar

Copyright information

© Springer-Verlag London Limited 2011

Authors and Affiliations

  1. 1.Systems and Control GroupWageningen UniversityWageningenNetherlands

Personalised recommendations