This book explains the theoretical concepts of building (linear) dynamic models from experimental data, their practical implementations, and experimental aspects with data pre-treatment. Starting with a quick tour on identification, the first part provides foundations of discrete-time deterministic LTI systems. The second part describes modeling of stochastic stationary processes. The third part explains estimation theory and methods in detail with illustrative examples. The core material in parts four and five presents model descriptions, classical and modern identification methods, practical and experimental aspects with case studies. The MATLAB scripts and SIMULINK models used as examples and case studies in the book are also available on the author's website: http://arunkt.wix.com/homepage#!textbook/c397.
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