1989 | OriginalPaper | Buchkapitel
Linear System Identification — A Survey
verfasst von : M. Deistler
Erschienen in: From Data to Model
Verlag: Springer Berlin Heidelberg
Enthalten in: Professional Book Archive
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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.