Primary Textbook
Principles of System Identification
CRC Press · Taylor & Francis Group
Principles of System Identification
Theory and Practice
A comprehensive graduate-level text on system identification — the science of developing mathematical models from observed data. Covers the foundational pillars of identification: discrete-time LTI systems theory, signal processing basics, random processes, and estimation theory. Blends rigorous mathematical treatment with a strong emphasis on practical implementation. Used in universities and research institutions worldwide.
"This book is an encyclopedia of linear system identification… A practicing engineer's perfect guide to system identification and its applications."
— Bhushan Gopaluni, University of British Columbia, Vancouver, CanadaChapter Overview
What the Book Covers
Part I
Foundations
Discrete-time LTI systems, z-transforms, signal processing essentials, random processes and spectral analysis
Part II
Estimation Theory
Least squares, maximum likelihood, Bayesian estimation, recursive methods and Kalman filtering
Part III
Identification Methods
Parametric and non-parametric methods; ARMAX, OE, BJ model structures; subspace identification
Part IV
Closed-Loop & Advanced Topics
Closed-loop identification, multi-rate systems, errors-in-variables, model validation and selection
Part V
Practice & Applications
MATLAB-based implementations, industrial case studies, process engineering applications
Appendix
Mathematical Foundations
Linear algebra, matrix analysis, probability theory, and optimisation — self-contained reference
Monograph
Co-authored Book
Monograph · Ane Books · 2022
Active Buckling Control of Structures
Mini Remanan, C. Lakshmana Rao & Arun K. Tangirala
A 266-page monograph on the theory and practice of active buckling control in structural systems using piezoelectric actuators. Co-authored with Prof. C. Lakshmana Rao (Applied Mechanics, IIT Madras) and Dr. Mini Remanan (NIT Kozhikode).
ISBN 9789390658503 · 266 Pages
Online Courses
NPTEL & MOOC Courses
NPTEL · IIT Madras
System Identification
Web and video course covering parametric and non-parametric identification methods with MATLAB demonstrations. Tens of thousands of views with excellent feedback.
NPTEL · MOOC
Applied Time-Series Analysis
Comprehensive course on time-series modelling, spectral analysis, forecasting, and applications in engineering and data science.
NPTEL · MOOC
Introduction to Time-Frequency Analysis & Wavelet Transforms
From Fourier to wavelets — theory, algorithms, and engineering applications of time-frequency analysis.
NPTEL · MOOC
Introduction to Statistical Hypothesis Testing
Foundations of statistical inference: hypothesis tests, confidence intervals, p-values, and applications in research and engineering.
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