?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.relation=https%3A%2F%2Fpure.iiasa.ac.at%2Fid%2Feprint%2F4491%2F&rft.title=Model+Structure+Identification%3A+Development+and+Assessment+of+a+Recursive+Prediction+Error+Algorithm&rft.creator=Stigter%2C+J.D.&rft.creator=Beck%2C+M.B.&rft.description=The+paper+aims+to+develop+a+more+systematic+approach+to+the+problem+of+model+structure+identification+for+continuous+time+(physically+based)+mathematical+models+with+discrete+observations.+An+introduction+to+the+model+structure+identification+problem+is+first+presented.+The+approach+to+this+problem+is+the+application+of+a+modified+version+of+the+extended+Kalman+filter%2C+originally+defined+in+%5B23%5D.+This+filter+is+tested+using+artificial+data.+The+results+obtained+lead+to+a+further+discussion+of+the+filter's+stability+properties+and+also+to+a+metaphor+for+model+structures.+Further+study+of+the+numerical+properties+of+the+algorithm+reveal+that+its+stability+can+be+improved.+An+alternative+algorithm%2C+the+so+called+recursive+prediction+error+algorithm%2C+is+modified+to+a+Kalman-like+algorithm+in+continuous-discrete+formulation.+This+algorithm+is+also+tested+using+artificial+data.+The+RPE-type+of+filter+has+better+stability+properties+and+appears+to+be+very+robust+to+initial+conditions.+Its+applicability+to+environmental+case+studies+is+set+out+through+the+application+of+the+filter+to+a+familiar+case+study.+Applications+of+this+type+of+filter+is+valuable+for+validation%2Fverification+of+environmental+and%2For+economical+models+that+include+a+set+of+ordinary+differential+equations.&rft.publisher=WP-95-105&rft.date=1995-10&rft.type=Monograph&rft.type=NonPeerReviewed&rft.format=text&rft.language=en&rft.identifier=https%3A%2F%2Fpure.iiasa.ac.at%2Fid%2Feprint%2F4491%2F1%2FWP-95-105.pdf&rft.identifier=++Stigter%2C+J.D.+%3Chttps%3A%2F%2Fpure.iiasa.ac.at%2Fview%2Fiiasa%2F1594.html%3E+%26+Beck%2C+M.B.+%3Chttps%3A%2F%2Fpure.iiasa.ac.at%2Fview%2Fiiasa%2F2986.html%3E++(1995).++Model+Structure+Identification%3A+Development+and+Assessment+of+a+Recursive+Prediction+Error+Algorithm.+++IIASA+Working+Paper.+IIASA%2C+Laxenburg%2C+Austria%3A+WP-95-105+++++