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1989 | OriginalPaper | Buchkapitel

Linear System Identification — A Survey

verfasst von : M. Deistler

Erschienen in: From Data to Model

Verlag: Springer Berlin Heidelberg

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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.

Metadaten
Titel
Linear System Identification — A Survey
verfasst von
M. Deistler
Copyright-Jahr
1989
Verlag
Springer Berlin Heidelberg
DOI
https://doi.org/10.1007/978-3-642-75007-6_1