Linear System Identification - A Survey

Deistler, M. (1989). Linear System Identification - A Survey. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-89-078

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In this paper we give an introductory survey on the theory of identification of (in general MIMO) linear systems from (discrete) time series data. The main parts are: Structure theory for linear systems, asymptotic properties of maximum likelihood type estimators, estimation of the dynamic specification by methods based on information criteria and finally, extensions and alternative approaches such as identification of unstable systems and errors-in-variables.

Item Type: Monograph (IIASA Working Paper)
Research Programs: System and Decision Sciences - Core (SDS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:59
Last Modified: 27 Aug 2021 17:13

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