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Some numerical aspects of multivariable systems identification

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Algorithms and Theory in Filtering and Control

Part of the book series: Mathematical Programming Studies ((MATHPROGRAMM,volume 18))

Abstract

This is a tutorial paper on the model structure selection problem in system identification. Two alternative approaches to the parametrization problem, by means of canonical forms and by the so-called ‘overlapping’ parametrizations, are discussed. The numerical problems which have to be faced for estimating the model structure are compared in the two cases and some recently proposed structure selection algorithms are illustrated and discussed.

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Authors and Affiliations

  1. Istituto per Ricerche di Dinamica dei Sistemi e di Bioingegneria del C.N.R., 35100, Padova, Italy

    Giorgio Picci

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  1. Giorgio Picci
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Danny C. Sorensen Roger J. -B. Wets

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© 1982 The Mathematical Programming Society, Inc.

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Picci, G. (1982). Some numerical aspects of multivariable systems identification. In: Sorensen, D.C., Wets, R.J.B. (eds) Algorithms and Theory in Filtering and Control. Mathematical Programming Studies, vol 18. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0120974

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  • DOI: https://doi.org/10.1007/BFb0120974

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-00847-4

  • Online ISBN: 978-3-642-00848-1

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