Nonlinear System Identification: NARMAX Methods in the Time, Frequency, and Spatio-Temporal Domains describes a comprehensive framework for the identification and analysis of nonlinear dynamic systems in the time, frequency, and spatio-temporal domains. This book is written with an emphasis on making the algorithms accessible so that they can be applied and used in practice.

Includes coverage of:

• The NARMAX (nonlinear autoregressive moving average with exogenous inputs) model
• The orthogonal least squares algorithm that allows models to be built...