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Mathematical Models of Linear Dynamic Systems and Stochastic Signals

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Identification of Dynamic Systems

Abstract

The main task of identification methods is to derive mathematical models of processes and their signals. Therefore, the most important mathematical models of linear, time-invariant SISO processes as well as stochastic signals shall shortly be presented in the following. It is assumed that the reader is already familiar with timeand frequency domain based models and methods.

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Correspondence to Rolf Isermann .

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Isermann, R., Münchhof, M. (2011). Mathematical Models of Linear Dynamic Systems and Stochastic Signals. In: Identification of Dynamic Systems. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-78879-9_2

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  • DOI: https://doi.org/10.1007/978-3-540-78879-9_2

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-78878-2

  • Online ISBN: 978-3-540-78879-9

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