addresses this need, presenting a systematic, unified approach to the problem of physical system identification and its practical applications.  Starting with a least-squares method, the authors develop various schemes to address the issues of accuracy, variation in the operating regimes, closed loop, and interconnected subsystems. Also presented is a non-parametric signal or data-based scheme to identify a means to provide a quick macroscopic picture of the system to complement the precise microscopic picture given by the parametric model-based scheme.  Finally, a sequential integration of totally different schemes, such as non-parametric, Kalman filter, and parametric model, is developed to meet the speed and accuracy requirement of mission-critical systems. Key features: is a comprehensive reference for researchers and practitioners working in this field and is also a useful source of information for graduate students in electrical, computer, biomedical, chemical, and mechanical engineering.