Covred basic and advanced topics in system Id. sield. It is good to read it while reading the System Id user's guide in MATLAB.

Let me be the first to slam this book as having little practical use. The author uses a very unconventional, inconsistent notation that renders this book virtually unreadable. This is coming from somebody who has taken various courses in probability/stochastic processes, system dynamics, controls, and Kalman filtering.

The "theory" part in the title is dead on, but what about the "for the user" part? What user is this referring to, an ivory tower professor? Most of the problems at the end of each chapter begin with "prove", which in my opinion makes this a math book and not an engineering text. A practical example never surfaces in the text.

This book is very through in presenting methods of system identification...mathematically. However as with most good mathematical oriented books there are not a lot of practical design type problems. One other mark aginst the book is that similar notation is used for different topics, which can sometimes be a bit confusing. One thing I might recommend, to a potential buyer is that you take a course in random process, and possess a through understanding of signals and transforms. All in all though if a little more meat in terms of practicality were added I'd rate this book a five.