Abstract
The design of predictive input-output models for linear and nonlinear systems with random signals is studied. Definitions are formulated and conditions for identifiability by information criteria are derived. A consistent method of identification of systems by the maximal information criterion is designed. The values of parameters of an object are used for identifying and designing unbiased models.
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Durgaryan, I.S., Pashchenko, F.F. Identification of Objects by the Maximal Information Criterion. Automation and Remote Control 62, 1104–1114 (2001). https://doi.org/10.1023/A:1010209910967
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DOI: https://doi.org/10.1023/A:1010209910967