User:Micgraw/Books/System Identification reference

System Identification reference

 * Ch4 Siganls and Spectral Analysis
 * Euler's formula
 * Wiener–Khinchin theorem
 * Spectral leakage
 * Side lobe


 * Ch5 Linear Regression
 * Estimation of covariance matrices
 * Best linear unbiased prediction


 * Ch6 Stochastic Time Series Models