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This book gives an in-depth introduction to the areas of modeling, identification, simulation, and optimization. These scientific topics play an increasingly dominant part in many engineering areas such as electrotechnology, mechanical engineering, aerospace, and physics. This book represents a unique and concise treatment of the mutual interactions among these topics. Techniques for solving general nonlinear optimization problems as they arise in identification and many synthesis and design methods are detailed. The main points in deriving mathematical models via prior knowledge concerning the physics describing a system are emphasized. Several chapters discuss the identification of black-box models. Simulation is introduced as a numerical tool for calculating time responses of almost any mathematical model. The last chapter covers optimization, a generally applicable tool for formulating and solving many engineering problems.
Table of Contents
Introduction Modeling Introduction Model Building Approaches Mathematical Models Index of a DAE Examples Bond Graphs Comparison Circuits, Bond Graphs, and Block Diagrams Examples Summary References Problems Black-Box Model Representations Introduction Discrete-Time Systems Impulse Response and Transfer Function Disturbances Time-Domain Representations Frequency-Domain Representations Examples: Calculation of Stochastic Quantities Summary References Problems Nonparametric Identification Time-Domain Identification by Correlation Analysis Frequency Response Analysis Frequency Response Analysis by the Correlation Method Fourier Analysis: The Empirical Transfer Function Estimate Persistence of Excitation Summary References Problems Parametric Identification Prediction Error Methods Prediction Models Least Squares Method Analysis of the Linear LS Estimate Convergence and Consistency Approximate Identification Summary References Problems Identification in Practice Experiment Design Model Structure Selection Model Validation Summary References Problems Simulation Introduction Simulation Tools Numerical Solution of Differential Equations Conversion from Parallel to Series Solving Stiff ODEs and DAEs Applications Summary References Problems Optimization Introduction Convergence Determination of Step Size si Determination of Search Direction di Least Squares Problem Optimization with Constraints Summary References Problems Literature Index
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