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},
}