Some Classical and Some New Ideas for Identification of Linear Systems
[摘要] This paper gives an overview of the identification of linear systems. It covers the classical approach of parametric methods by means of maximum likelihood and predicion error methods, as well all classical non-parametric methods through spectral analysis. It also covers very recent techniques dealing with convex formulations by regularization of FIR and ARX models, as well as new alternatives to spectral analysis, through local linear models. An example of identification of aircraft dynamics illustrates the approaches...
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[效力级别] [学科分类] 自动化工程
[关键词] System identification ;Maximimum likelihood ;Prediction error methods ;Spectral analysis ;Regularization ;Local polynomial methods [时效性]
