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Prediction Error Estimation Methods
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2001 (English)Report (Other academic)
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
Linköping: Linköping University Electronic Press, 2001. , 13 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2365
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-55845ISRN: LiTH-ISY-R-2365OAI: diva2:316694
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-09-04Bibliographically approved

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Ljung, Lennart
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Automatic ControlThe Institute of Technology
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ReferencesLink to record
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