Fo) testetettnerat ' Trai Scene Seis Actrim & Witenmar compote Conzlled Syms Teor and Desig. 3d Buatacharyya, Chapels & Kee Robust Consol The Parametic APRA Friedland ‘Atianced Cont Sytem Dean Gardner Sonal Specie Asbs A Nengobabiiti TOY Groat & Andrews Ktman Fier: Theory and tise Haskin Aine Fler Ten Sed Haykinge. Blind Desonstation Jain ance of Digit Tage Proves Kailath Lies Systems ong Digi Neal Networks Kame, Whitehouse & Kalla es VLSI and Mer Sia Prosssing Kivakeraaak & Sivan signals & Systems Lane System icon: Tee forthe User, 2 jung & Glad Moleling of yaaa Sysems Macorsi Medical Imaging Sys Narendra & Annasnamy —_-Sble Adie Stems Nekooger & Moriarty gia Como Using Digit Sigal Process Porat Dial Proves Rano Sipals Tsay & Methous Rosh Linear Sytem Theory. 28 Se Reychowdbory & Kailth Discrete Neal Compuuson: A Theres Foun Soliman & Seinath Contouov snd Dice Te Sivas ant Sys, 23 Solo & Keng ‘ng Sigal rcessingNIgpevis: Sabi & Peformance ath, Rajseharan Toredction Stati Sigal Prvesig wih APPESONS ‘8 Viswanathan welts poo Coding an Inertasion Tory fo Eagio=s Wiliams Designing Dipl Fier a System Identification Theory for the User Second Edition Lennart Ljung, Linkoping University Sweden PRENTICE HALL PTR Upper Saddle River, NI 07458 hupsiwww.phpte.comiorirodicton speesion: Jin Gaye Cover dengt Antony Gemmetiore amutactung manager Ales R Hed "Nequstions ator’ Berard Goodwin Sifting manager Kale Smith 6 1999 Prete Hall PTR. 3 Fentice Hall Ine 1 Simon & Sonate Company Upper Saddle River Nev lerscy 07858 rece Hal ooks are way wed by eorgotatins apd aoneromeat ares or ain: math erg Hal PE ue es dacs on hs Dok nbn rte in sani Fo ‘onporate Sais Deparment fe se Er corpus reralicom or vou Petlog Hall PTR. Cog Saee Depart fone Lake ice Piper SURE Ries, NP 078 nis reserved. No pat ofthis Book way be reprised. nay form orb ame mens without perme in ing rm he publi ined inthe Usit Stas of Amer ISBN 0-13-b5bE95-2 prstse Hal Tnterstionl (UK) Limited: London Prec tall of Ageia Py. mite Sper Pres Hal Cals In Toronto Plone Hall Haponoumeneana. SA, Meco ionic Hal of toa Prone Cine, New Det Prenic-Hal af pan. nc Tokyo inom Sebastes Asia Pe Lid Singapore Plltra Protuce Hall da Bras Lida io de nero To Ann-Kristin, Johan, and ArvidContents Proface tothe First Edition Pa Acknowledgments ys Preface tothe Second Edition gy Operators and Notational Conventions nig m1 Introduction a 11 Dynamic Systems 1 12 Models 6 13 An Archetypa! Problem—ARX Models ard the Linear Least Squares Method 8 14 The System Idenitcation Procedure 13 15 Organization ofthe Book 14 16 Bibliogmphy 16 Parti: systems ond models D2 Time-nvariant Linear Systems 8 2.1 Impulse Responses, Disturbances, and Transfer Functions 18 2.2. Frequency-Domain Expressions 28 23° Signal Spectra 33, 24 Single Realization Behavior and Ergodicity Results (+) 42 25. Multivariable Systems (+) 44 26 Summary 45 27 Bibliography 46 28 Problems 47 Appendix 2A: Proof of Theorem 2.2. $2 Appendix 2B: Proof of Theorem23. 55 Appendix 2C: Covatianee Formulas 61