1.1 System Identification Applied to Aircraft 2 --
1.2 Outline of the Text 4 --
Chapter 2 Elements of System Theory 9 --
2.1 Mathematical Modeling 9 --
2.2 System Identification and Parameter Estimation 17 --
2.3 Aircraft System Identification 19 --
Chapter 3 Mathematical Model of an Aircraft 27 --
3.1 Reference Frames and Sign Conventions 28 --
3.2 Rigid-Body Equations of Motion 31 --
3.3 Rotational Kinematic Equations 36 --
3.4 Navigation Equations 37 --
3.5 Force Equations in Wind Axes 38 --
3.6 Collected Equations of Motion 40 --
3.7 Output Equations 42 --
3.8 Aerodynamic Model Equations 45 --
3.9 Simplifying the Equations of Motion 60 --
Chapter 4 Outline of Estimation Theory 75 --
4.1 Properties of Estimators 77 --
4.2 Parameter Estimation 79 --
4.3 State Estimation 83 --
Chapter 5 Regression Methods 95 --
5.1 Ordinary Least Squares 97 --
5.2 Generalized Least Squares (GLS) 132 --
5.3 Nonlinear Least Squares 137 --
5.4 Model Structure Determination 138 --
5.5 Data Collinearity 158 --
5.6 Data Partitioning 174 --
Chapter 6 Maximum Likelihood Methods 181 --
6.1 Dynamic System with Process Noise 182 --
6.2 Output-Error Method 191 --
6.3 Computational Aspects 195 --
6.4 Equation-Error Method 216 --
Chapter 7 Frequency Domain Methods 225 --
7.1 Transforming Measured Data to the Frequency Domain 226 --
7.2 Frequency Response 228 --
7.3 Maximum Likelihood Estimator 232 --
7.4 Output-Error Method 237 --
7.5 Equation-Error Method 240 --
7.6 Complex Linear Regression 243 --
7.7 Low-Order Equivalent System Identification 250 --
Chapter 8 Real-Time Parameter Estimation 261 --
8.1 Recursive Least Squares 264 --
8.2 Time-Varying Parameters 270 --
8.3 Regularization 273 --
8.4 Frequency-Domain Sequential Least Squares 275 --
8.5 Extended Kalman Filter 282 --
Chapter 9 Experiment Design 289 --
9.1 Data Acquisition System 290 --
9.2 Instrumentation 297 --
9.4 Recommendations 323 --
9.5 Open-Loop Parameter Estimation from Closed-Loop Data 327 --
Chapter 10 Data Compatibility 333 --
10.1 Kinematic Equations 333 --
10.2 Data Reconstruction 336 --
10.3 Aircraft Instrumentation Errors 338 --
10.4 Model Equations for Data Compatibility Check 340 --
10.5 Instrumentation Error Estimation Methods 344 --
Chapter 11 Data Analysis 351 --
11.3 Interpolation 366 --
11.4 Numerical Differentiation 367 --
11.5 Signal Comparisons 369 --
11.6 Finite Fourier Transform 370 --
11.7 Power Spectrum Estimation 376 --
11.8 Maneuver Visualization 380 --
Chapter 12 MATLAB Software 383 --
12.2 Linear Regression 388 --
12.3 Model Structure Determination 390 --
12.4 Output-Error Parameter Estimation 395 --
12.5 Frequency Domain 399 --
12.6 Real-Time Parameter Estimation 403 --
12.8 Data Compatibility 411 --
12.9 Data Analysis 415 --
Appendix A Mathematical Background 423 --
A.1 Linear Algebra 423 --
A.2 Complex Numbers 432 --
A.4 Polynomial Splines 437 --
Appendix B Probability, Statistics, and Random Variables 439 --
B.1 Random Variables 439 --
B.3 Random Process Theory 451 --
C.1 Properties of Air and the Atmosphere 455 --
C.2 Elementary Aerodynamics 456 --
C.3 Mass/Inertia Properties 459 --
C.4 Greek Alphabet and Conversion Factors 461 --
Appendix D F-16 Nonlinear Simulation 463 --
D.2 Equations of Motion 463 --
D.4 Aerodynamic Model 469 --
D.5 Atmosphere Model 470 --
D.6 Mass/Inertia Properties 471 --
D.7 Analysis Tools 471 --
Supporting Materials 485.