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System identification

  • M. H. A. Davis
  • R. B. Vinter
Part of the Monographs on Statistics and Applied Probability book series (MSAP)

Abstract

An implicit assumption in the theory of optimal filtering and control is the availability of a mathematical model which adequately describes the behaviour of the system concerned. We pointed out in Chapter 2 that such models can be obtained from the physical laws governing the system or alternatively by some form of data analysis. The latter approach, known as ‘system identification’, is discussed in this chapter and is appropriate in cases where the physical mechanisms of the system are either highly complex or imprecisely understood, but where the input/output behaviour of the system is sufficiently regular to be represented adequately by fairly simple models.

Keywords

Prediction Error Maximum Likelihood Estimate Maximum Likelihood Estimator Model Order Identification Criterion 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© M. H. A. Davis and R. B. Vinter 1985

Authors and Affiliations

  • M. H. A. Davis
    • 1
  • R. B. Vinter
    • 1
  1. 1.Department of Electrical EngineeringImperial CollegeLondonUK

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