Linear System Identification - A Survey

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3307 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3307 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/3307 archive 351 disk0/00/00/32/66 2016-01-15 01:59:35 2021-08-27 17:13:33 2016-01-15 01:59:35 monograph show 2 Deistler M. Linear System Identification - A Survey pub iis_met iis_mod prog_sds 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. 1989-10 published WP-89-078 WP-89-078 10 public working_paper IIASA, Laxenburg, Austria 28 FALSE info:eu-repo/semantics/book