An indirect prediction error method for system identification

DOI10.1016/0005-1098(91)90019-XzbMath0733.93076OpenAlexW1979316550MaRDI QIDQ810479

Torsten Söderström, Benjamin Friedlander, Petre Stoica

Publication date: 1991

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(91)90019-x

zbMATH Keywords

algorithmprediction error methodexamples

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

Related Items

\(L_{2}\) model reduction and variance reduction ⋮ Open-loop asymptotically efficient model reduction with the Steiglitz-McBride method ⋮ Identification of ARX and ARARX models in the presence of input and output noises ⋮ Common factor detection and estimation ⋮ Variance results for identification of cascade systems ⋮ Mixed \(L_p\) estimators variety for model order reduction in control oriented system identification ⋮ A general multirate approach for direct closed-loop identification to the Nyquist frequency and beyond ⋮ Variance analysis of \(L_2\) model reduction when undermodeling -- the output error case. ⋮ Comments on ‘identification of closed-loop systems via least-squares method’ ⋮ Variance properties of a two-step ARX estimation procedure

Uses Software

• Matlab
• System Identification Toolbox

Cites Work

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