Exact and Approximate Modeling of Linear Systems: A Behavioral Approach
Ivan Markovsky (Katholieke Universiteit Leuven, Belgium),Jan C. Willems (Katholieke Universiteit Leuven, Belgium),Sabine Van Huffel (Katholieke Universiteit Leuven, Belgium),Bart De Moor (Katholieke Universiteit Leuven, Belgium)
Exact and Approximate Modeling of Linear Systems: A Behavioral Approach
Ivan Markovsky (Katholieke Universiteit Leuven, Belgium),Jan C. Willems (Katholieke Universiteit Leuven, Belgium),Sabine Van Huffel (Katholieke Universiteit Leuven, Belgium),Bart De Moor (Katholieke Universiteit Leuven, Belgium)
Exact and Approximate Modeling of Linear Systems: A Behavioral Approach elegantly introduces the behavioral approach to mathematical modeling, an approach that requires models to be viewed as sets of possible outcomes rather than to be a priori bound to particular representations. The authors discuss exact and approximate fitting of data by linear, bilinear, and quadratic static models and linear dynamic models, a formulation that enables readers to select the most suitable representation for a particular purpose. This book presents exact subspace-type and approximate optimization-based identification methods, as well as representation-free problem formulations, an overview of solution approaches, and software implementation. Readers will find an exposition of a wide variety of modeling problems starting from observed data. The presented theory leads to algorithms that are implemented in C language and in MATLAB.
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