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System Identification: Theory for the User,

2nd Edition (Ljung, L.; 1999) [On the Shelf]
Article in IEEE Robotics & Automation Magazine June 2012
DOI: 10.1109/MRA.2012.2192817

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the racquet, a machine can time the
motion, consider the rhythms and
forces, and include this analysis in the
responsive reaction, interacting with
its stored memories. Hence, learning
becomes possible. Self-reproduction
depends on linear and nonlinear transducing processes in which white box
output can translate into black box
processes. Weiner intends these as
introductions to the principles, moderated by homeostasis.
Part II provides supplementary
chapters, written in 1961. Here,
Wiener discusses learning in Chapter
9 and better ways to measure brain
waves by translating them into a selforganizing system using his methods.
Cybernetics: Or Control and Communications in the Animal and the
Machine is worthwhile for its historical value alone. But it does much more
by inspiring the contemporary roboticist to think broadly and be open to
innovative applications.
Reviewed by
C. Alexander Simpkins, Ph.D.,
and Annellen M. Simpkins, Ph.D.,
San Diego, California
System Identification: Theory
for the User, 2nd Edition
Lennart Ljung, Prentice-Hall, Upper
Saddle River, New Jersey, Copyright
1999, Prentice Hall PTR, 609 pages.

ennart Ljung has had a tremendous influence over the field

of system identification. The
reviewer cannot recall a single
student who completed his or her
graduate degree in control theory
in the Mechanical and Aerospace
Engineering Department of the
University of California, San Diego,
without having read his book. Roboticists are increasingly dealing with
challenging complex problems in system identification for model-based
control, and this book lays a foundation of knowledge for the reader to
absorb, which can help address the
said challenges.
Digital Object Identifier 10.1109/MRA.2012.2192817
Date of publication: 6 June 2012

1070-9932/12/$31.002012 IEEE

That being said, the reader should

prepare for a challenge when reading
this book. Though it is an excellent
text, it is not for the casual reader. System Identification: Theory for the
User, 2nd Edition has its own notational conventions, and once familiar,
the concepts become much easier to
absorb. In fact, anyone who has a
basic knowledge of calculus and some
knowledge of mathematical series can
read and gain tremendously from this
book. A background in Fourier series
and Laplace transforms helps as well,
though Ljung does a good job with
the early chapters, providing an overview of the concepts that will be used
throughout the book.
This book covers parametric and
nonparametric methods, parameter
estimation methods in the prediction
error framework, frequency domain
data and interpretations, various ways
to compute estimates, recursive estimation techniques, model validation,
and case studies. Each chapter ends
with an extensive bibliography for
further reading and, often, has an
appendix for proofs and derivations.
Chapter 1 provides an overview of
system identification, including what
it is, basic concepts, and several examples, as well as insights regarding
building models from data, and the
difference between model and reality.
This is a philosophical stance and an
important distinction from (some)
other methodologies in science that
believe if we only had a complex and
accurate enough model it would be
the same as reality. Ljungs principle
is that there is a fundamental difference between model and reality, that
no matter how good the model, it is
not the reality.
In Chapter 2, linear time-invariant
(LTI) systems, an overview of impulse
response, and transfer functions,
spectra, and multivariable systems are
covered. This is the key base that is
expanded upon throughout the book.
Chapter 3 deals with simulation
and prediction. Once you have created a model, how do you use that
model to predict the future behavior
of the system? Currently, in robotics,

this is a very important concept, since

model predictive control, which had
its roots in chemical process control
(very slow time scales comparably) is
becoming quite popular in real-time
systems with fast dynamicsin other
words, most robots.
In Chapter 4, a number of models
for LTI systems and their block diagrams, transfer functions, and application are presented. It also covers
state-space systems and distributed
parameter systems. Finally, identifiability, which is also important in
system identification, is presented and
discussed. Is it possible, given the
model structure, to identify a unique
set of parameters, and will the resulting model be equal to the true
system?
Chapter 5 addresses systems that
are not LTI, such as linear time-varying, nonlinear, and fuzzy models. The
concepts of white, gray, and black box
models are presented as well. Chapter
6 deals with depth on nonparametric
time and frequency domain analysis
and identification methods, such as
empirical transfer function estimates
and spectral analysis, while Chapter 7
presents parametric identification methods. Here, Ljung addresses minimizing prediction error, the least-squares
method and linear regression, likelihood estimation, correlation analysis,
and instrument variable methods.
Chapter 8 addresses convergence
and consistency of the modelat
what point are you fitting noise/disturbances versus the actual characteristics of the system? The asymptotic
distribution of parameter estimates,
various approaches, and how this can
be used are discussed in Chapter 9.
Chapter 10 deals with computing the
parameter estimates, especially in
challenging problems where a nave
approach would likely lead to suboptimal or poor results. Several interesting approaches are presented, such
as multistage methods and subspace
identification, and the latter is quite
powerful and straightforward to implement. Chapter 11 discusses recursive estimation methods in the
prediction-error and regression contexts
JUNE 2012

IEEE ROBOTICS & AUTOMATION MAGAZINE

95


as well as implementation steps, and
Chapter 12 describes about some
options and objectives in identification, the problems of bias and variance, and provides several useful
insights.
Chapter 13 is a significant chapter
and particularly relevant for roboticists, focusing on experimental
design, input design for both openand closed-loop identification, strategies for closed-loop identification, as
well as several other significant methods. Sampling interval is discusseda
very important topic as well.
Chapter 14 delves into preprocessing data in preparation for identification. In real physical experiments,
there will always be some bias, disturbances, and other issues that are irrelevant to the actual system, and so
removing those problems that can be
removed simplifies the identification

Students Corner

process and leads to cleaner models if

done with care.
Chapter 15 provides a discussion
about the choice of identification criterion. What tells us when we have
identified a model? A poor choice at
this stage of the problem setup, even if
everything else is perfect, can lead to
failure. Several insights and strategies
for the choice of model structure and
validation, comparisons, and analysis
methods are given in Chapter 16.
Finally, Chapter 17 discusses system identification in practice. Ljung
created the System Identification
Toolbox for MATLAB, and he discusses several practical points regarding identification. Several case studies
and examples are presented here.
Following this, there are two appendices covering probability theory and
statistical regression techniques, References, a Subject Index, and a Reference

Index. Overall, in System Identification: Theory for the User, Second Ed.,
Lennart Ljung presents a thorough
and complete picture of system identification as a methodology, set of tools,
and practical approach to generating
models from data. Ljungs work has
been influential for decades, and anyone interested in building models from
data would be well served to put the
effort into mastering this material.
Reviewed by
Alex Simpkins, Jr., Ph.D.,
Seattle, Washington

Please send suggestions for books

to be reviewed in this column to Alex
Simpkins, RASbookreviews@ieee.
org. See http://www.ieee-ras.org/
ram/books for more information.

(continued from page 93)

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