Monograph 11 in the SIAM series "Mathematical Modeling and Computation".
Contents
Chapter 1 Introduction
Chapter 2 Approximate modeling via misfit minimization
PART I Static problems
Chapter 3 Weighted total least squares
Chapter 4 Structured total least squares
Chapter 5 Bilinear errors-in-variables model
Chapter 6 Ellipsoid fitting
PART II Dynamic problems
Chapter 7 Introduction to dynamical models
Chapter 8 Exact identification
Chapter 9 Balanced model identification
Chapter 10 Errors-in-variables smoothing and filtering
Chapter 11 Approximate system identification
Chapter 12 Conclusions
Appendix A Proofs
Appendix B Software
@Book{book, author = {I. Markovsky and J. C. Willems and B. {De Moor} and S. {Van Huffel}}, title = {Exact and Approximate Modeling of Linear Systems: A Behavioral Approach}, publisher = {SIAM}, year = {2006}, month = {March}, series = {Monographs on Mathematical Modeling and Computation}, number = {11}, }