Abstract
System identification is concerned with the estimation of a system on the basis of observed data. This involves specification of the model structure, estimation of the unknown model parameters, and validation of the resulting model. Least squares and maximum likelihood methods are discussed, for stationary processes (without inputs) and for input-output systems.
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Heij, C., C.M. Ran, A., van Schagen, F. (2021). System Identification. In: Introduction to Mathematical Systems Theory. Birkhäuser, Cham. https://doi.org/10.1007/978-3-030-59654-5_9
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DOI: https://doi.org/10.1007/978-3-030-59654-5_9
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Publisher Name: Birkhäuser, Cham
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