Book reviews

In this much needed text on system identification, the authors have successfully unified the different techniques and algorithms that have been developed in the last decade or so. The book is written at the graduate level and intended for engineers with a good background in the areas of stochastic dynamical systems. It begins with a clear formulation of the identification problem. The authors have attempted to provide a general framework within which many of the well-known techniques can be shown to be special cases depending upon the choice of design parameters.