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Prediction Error Estimation Methods
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2002 (English)In: Circuits, systems, and signal processing, ISSN 0278-081X, E-ISSN 1531-5878, Vol. 21, no 1, 11-21 p.Article in journal (Refereed) Published
Abstract [en]

This contribution describes a common family of estimation methods for system identification, viz, prediction-error methods. The basic ideas behind these methods are described. An overview of typical model structures to which they can be applied is also given, as well as the most fundamental asymptotic properties of the resulting estimates.

Place, publisher, year, edition, pages
Birkhäuser Verlag, 2002. Vol. 21, no 1, 11-21 p.
Keyword [en]
Asymptotic covariance, Closed loop identification, Convergence, Estimation, Maximum likelihood, Prediction, Prediction errors, System identification
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-47147DOI: 10.1007/BF01211648OAI: diva2:268043
Available from: 2009-10-11 Created: 2009-10-11 Last updated: 2013-07-17

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Ljung, Lennart
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Automatic ControlThe Institute of Technology
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