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Filtering and System Identification by Vincent Verdult, Michel Verhaegen

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Introduction

Making observations through the senses of the environment around us is a natural activity of living species. The information acquired is diverse, consisting for example of sound signals and images. The information is processed and used to make a particular model of the environment that is applicable to the situation at hand. This act of model building based on observations is embedded in our human nature and plays an important role in daily decision making.

Model building through observations also plays a very important role in many branches of science. Despite the importance of making observations through our senses, scientific observations are often made via measurement instruments or sensors. The measurement data that these ...

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