Dynamic Feature Space Modelling, Filtering and Self-Tuning Control of Stochastic Systems pp 5-33 | Cite as
Elements of System Theory
Abstract
According to the Oxford illustrated dictionary (1975), a system is defined as ‘a complex whole, set of connected things or parts, organized body of material or immaterial things’. The system can be represented by a model (or a collection of models). A relation exists between the system and its environment, represented in the model by the so-called input and output variables. In system theory system and model are used synonymously. Models are classified into the following categories: (i) deterministic-stochastic (ii) discrete-continuous (iii) linear-nonlinear (iv) stationary-non-stationary. Models can be described either in the time domain or in the frequency domain.
Keywords
Canonical Form State Space Model White Noise Process Reduce Form Model External StabilityPreview
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