"Presents the foundational pillars of identification, namely, the theory of discrete-time LTI systems, the basics of signal processing, the theory of random processes, and estimation theory."--Back cover.

Includes bibliographical references (pages 814-828) and index.

Introduction -- A journey into identification -- Mathematical descriptions of processes: models -- Models for discrete-time LTI systems -- Transform-domain models for linear Time-invariant systems -- Sampling and discretization -- Random processes -- Time-domain analysis: correlation functions -- Models for linear stationary processes -- Fourier analysis and spectral analysis of deterministic signals -- Spectral representations of random processes -- Introduction to estimation -- Goodness of estimators -- Estimation methods: part I -- Estimation methods: part II -- Estimation of signal properties -- Non-parametric and parametric models for identification -- Predictions -- Identification of parametric time-series models -- Identification of non-parametric input-output models -- Identification of parametric input-output models -- Statistical and practical elements of model building -- Identification of state-space models -- Case studies -- Advanced topics in SISO identification -- Linear multivariable identification.