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Review written by: A. Alomari From
Covred basic and advanced topics in system Id. sield. It is good to read it while reading the System Id user's guide in MATLAB.
Notational Inconsistency killed this book
Review written by: Jayant E. Kulkarni From New York, NY
I have two system identification books on my table right now: One is by Prof Ljung and the other is 'Time Series: Theory and Methods' by Profs. Brockwell and Davis, and I must say that I refer to the latter much more often than the former. The primary reason for this is that Prof. Ljung's book uses notation very inconsistently. This makes for very difficult reading. On the other hand 'Time Series: T&M' is consistent and an excellent resource. Both books are of an advanced nature, suitable for graduate students. Again, 'Time Series T&M' is more rigorous.
Nonetheless, if you plan on using Matlab's Sys Id toolbox, I would recommend Prof. Ljung's book. He wrote the toolbox, and he refers heavily in the Matlab documentation to the book.
Poorly written book for the engineer. Might be useful for a mathemtician
Review written by: scotthew From Columbia, MD United States
Let me be the first to slam this book as having little practical use. The author uses a very unconventional, inconsistent notation that renders this book virtually unreadable. This is coming from somebody who has taken various courses in probability/stochastic processes, system dynamics, controls, and Kalman filtering.
The "theory" part in the title is dead on, but what about the "for the user" part? What user is this referring to, an ivory tower professor? Most of the problems at the end of each chapter begin with "prove", which in my opinion makes this a math book and not an engineering text. A practical example never surfaces in the text.
good reference
Review written by: S. Santaniello From
This book is a fundamental volume for whoever is interested in identification techniques. Theory is explained clearly.
A Complete Text for System Identification
Review written by: Chris S. Edrington From Rolla, MO United States
This book is very through in presenting methods of system identification...mathematically. However as with most good mathematical oriented books there are not a lot of practical design type problems. One other mark aginst the book is that similar notation is used for different topics, which can sometimes be a bit confusing. One thing I might recommend, to a potential buyer is that you take a course in random process, and possess a through understanding of signals and transforms. All in all though if a little more meat in terms of practicality were added I'd rate this book a five.