Here is the listing of Best reference books on Estimation and Identification.
|1. “Optimal Filtering” by B.D.O. Anderson and J.B. Moore
Book Review: This book contains information on signal processing thereby dealing with communication systems and digital filtering theory. This is very good textbook for students in the field of control and communications, statistics, economics, bioengineering and operations research. The topics covered in the book include filtering, linear systems, kalman filter, time invariant filters, discrete time signal smoothing, nonlinear filtering, innovation representation, special factorization, weiner and levinson filtering, parameter identification and adaptive estimation.
|2. “Lectures on Wiener and Kalman filtering” by T. Kailath|
|3. “System Identification Theory for the User” by L. Ljung
Book Review: Appropriate for courses in System Identification. This book is a comprehensive and coherent description of the theory, methodology and practice of System Identification-the science of building mathematical models of dynamic systems by observing input/output data. It puts the user in focus, giving the necessary background to understand theoretical foundation and emphasizing the practical aspects of the options and choices that face the user. The Second Edition has been updated to include material on subspace methods, non-linear black box models-such as neural networks-and methods that use frequency domain data.
|4. “Stochastic Models, Estimation and Control Vol.I” by P.S. Maybeck|
|5. “Stochastic Models, Estimation and Control Vol.II” by P.S. Maybeck|
|6. “Stochastic Models, Estimation and Control Vol.III” by P.S. Maybeck|
|7. “Random Signals Estimation and Identification: Analysis and Applications” by Nirode Mohanty|
|8. “Spectrum Estimation and System Identification” by Theodore I Shim S Unnikrishna Pillai Shim Pillai|
|9. “State Estimation Techniques: Identification of Parameters of Finite Element Models” by Ahmed Nasrellah Hassan Dr|
|10. “Recursive Identification and Parameter Estimation” by Chen Zhao|
Sanfoundry Global Education & Learning Series – Best Reference Books!