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System Identification

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Signal Analysis and Prediction

Part of the book series: Applied and Numerical Harmonic Analysis ((ANHA))

Abstract

In this contribution we give an overview and discussion of the basic steps of System Identification. The four main ingredients of the process that takes us from observed data to a validated model are: (1) The data itself, (2) The set of candidate models, (3) The criterion of fit and (4) The validation procedure. We discuss how these ingredients can be blended to a useful mix for model-building in practice.

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Author information

Authors and Affiliations

  1. Department of Electrical Engineering, Linköping University, S-581 83, Linköping, Sweden

    Lennart Ljung

Authors
  1. Lennart Ljung
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Editor information

Editors and Affiliations

  1. Institute of Chemical Technology, Prague, Czech Republic

    Ales Procházka

  2. Czech Technical University, Prague, Czech Republic

    Jan Uhlíř

  3. University of Cambridge, England, UK

    P. W. J. Rayner  & N. G. Kingsbury  & 

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© 1998 Springer Science+Business Media New York

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Cite this chapter

Ljung, L. (1998). System Identification. In: Procházka, A., Uhlíř, J., Rayner, P.W.J., Kingsbury, N.G. (eds) Signal Analysis and Prediction. Applied and Numerical Harmonic Analysis. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-1768-8_11

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  • DOI: https://doi.org/10.1007/978-1-4612-1768-8_11

  • Publisher Name: Birkhäuser, Boston, MA

  • Print ISBN: 978-1-4612-7273-1

  • Online ISBN: 978-1-4612-1768-8

  • eBook Packages: Springer Book Archive

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