Introduction to Estimation Theory

Abstract

The use of system identification in control engineering has been a popular alternative to physical modeling for obtaining model descriptions of a given physical system. Application of the fundamental laws from mechanics, thermodynamics, chemistry etc. are often quite complex and time consuming tasks especially if large scale engineering systems are considered. In such cases, when plant input/output measurements are available, system identification provides an alternative for generating a model for use in control design. Usually, system identification involves linear discrete-time models. However, the general ideas are not restricted to such systems, but apply for non-linear continuous-time models as well. In this book, however, we will consider linear discrete-time models exclusively. Considering linear systems the obtained models will be readily applicable in connection with linear control systems design.