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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 trans-
ducing processes in which white box
output can translate into black box
processes. Weiner intends these as
introductions to the principles, moder-
ated 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 self-
organizing system using his methods.
Cybernetics: Or Control and Com-
munications in the Animal and the
Machine is worthwhile for its histori-
cal value alone. But it does much more
by inspiring the contemporary roboti-
cist 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.
L
ennart Ljung has had a tremen-
dous 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. Roboti-
cists are increasingly dealing with
challenging complex problems in sys-
tem identification for model-based
control, and this book lays a founda-
tion 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/$31.00ª2012 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. Sys-
tem Identification: Theory for the
User, 2nd Edition has its own nota-
tional 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 over-
view 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 esti-
mation 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 exam-
ples, 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. Ljung’s principle
is that there is a fundamental differ-
ence 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 cre-
ated a model, how do you use that
model to predict the future behavior
of the system? Currently, in robotics,
JUNE 2012
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 dynamics—in other
words, most robots.
In Chapter 4, a number of models
for LTI systems and their block dia-
grams, transfer functions, and appli-
cation are presented. It also covers
state-space systems and distributed
parameter systems. Finally, identifi-
ability, 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 re-
sulting model be equal to the true
system?
Chapter 5 addresses systems that
are not LTI, such as linear time-vary-
ing, 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 me-
thods. Here, Ljung addresses minimiz-
ing prediction error, the least-squares
method and linear regression, likeli-
hood estimation, correlation analysis,
and instrument variable methods.
Chapter 8 addresses convergence
and consistency of the model—at
what point are you fitting noise/dis-
turbances versus the actual character-
istics 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 na€ıve
approach would likely lead to sub-
optimal or poor results. Several inter-
esting approaches are presented, such
as multistage methods and subspace
identification, and the latter is quite
powerful and straightforward to im-
plement. Chapter 11 discusses re-
cursive estimation methods in the
prediction-error and regression contexts
• IEEE ROBOTICS & AUTOMATION MAGAZINE • 95

as well as implementation steps, and
Chapter 12 describes about some
options and objectives in identifica-
tion, the problems of bias and var-
iance, and provides several useful
insights.
Chapter 13 is a significant chapter
and particularly relevant for roboti-
cists, focusing on experimental
design, input design for both open-
and closed-loop identification, strat-
egies for closed-loop identification, as
well as several other significant meth-
ods. Sampling interval is discussed—a
very important topic as well.
Chapter 14 delves into preprocess-
ing data in preparation for identifica-
tion. In real physical experiments,
there will always be some bias, distur-
bances, and other issues that are irrel-
evant to the actual system, and so
removing those problems that can be
removed simplifies the identification
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•
process and leads to cleaner models if Index. Overall, in System Identifica-
done with care. tion: Theory for the User, Second Ed.,
Chapter 15 provides a discussion Lennart Ljung presents a thorough
about the choice of identification cri- and complete picture of system identi-
terion. What tells us when we have fication as a methodology, set of tools,
identified a model? A poor choice at and practical approach to generating
this stage of the problem setup, even if models from data. Ljung’s work has
everything else is perfect, can lead to been influential for decades, and any-
failure. Several insights and strategies one interested in building models from
for the choice of model structure and data would be well served to put the
validation, comparisons, and analysis effort into mastering this material.
methods are given in Chapter 16. —Reviewed by
Finally, Chapter 17 discusses sys- Alex Simpkins, Jr., Ph.D.,
tem identification in practice. Ljung Seattle, Washington
created the System Identification •
Toolbox for MATLAB, and he dis-
Please send suggestions for books
cusses several practical points regard- to be reviewed in this column to Alex
ing identification. Several case studies Simpkins, RASbookreviews@ieee.
and examples are presented here. org. See http://www.ieee-ras.org/
Following this, there are two appen- ram/books for more information.
dices covering probability theory and
statistical regression techniques, Refer-
ences, a Subject Index, and a Reference
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