There are lots of great material on Estimation and Identification subject in the internet, buts its always a challenge to figure out a ready list of top books on Estimation and Identification that one can refer to immediately. Even though online materials are good, but nothing can beat the depth of coverage that a book can offer. Hence, we researched the list of Estimation and Identification books which are used by students worldwide and came up with top 10 Book Recommendations on Estimation and Identification subject. These books can be used as a great starting point for anyone studying Estimation and Identification and can also be used as a ready reference for Under-Graduate and Post-Graduate programs.
Most of these Estimation and Identification books are also in the best-seller lists in Amazon website. We have added a brief description of these best books and have also included direct links to Amazon site (as affiliate). This allows anyone to directly visit the site and order printed copies of these best books.
Here is the full list 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|
If any more book needs to be added to the list of best books on Estimation and Identification Subject, please let us know.
Sanfoundry Global Education & Learning Series – Best Reference Books!