liu.seSearch for publications in DiVA
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Convergence Analysis of Parametric Identification Methods
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1978 (English)In: IEEE Transactions on Automatic Control, ISSN 0018-9286, E-ISSN 1558-2523, Vol. 23, no 5, 770-783 p.Article in journal (Refereed) Published
Abstract [en]

A certain class of methods to select suitable models of dynamical stochastic systems from measured input-output data is considered. The methods are based on a comparison between the measured outputs and the outputs of a candidate model. Depending on the set of models that is used, such methods are known under a variety of names, like output-error methods, equation-error methods, maximum-likelihood methods, etc. General results are proved concerning the models that are selected asymptotically as the number of observed data tends to infinity. For these results it is not assumed that the true system necessarily can be exactly represented within the chosen set of models. In the particular case when the model set contains the system, general consistency results are obtained and commented upon. Rather than to seek an exact description of the system, it is usually more realistic to be content with a suitable approximation of the true system with reasonable complexity properties. Here, the consequences of such a viewpoint are discussed.

Place, publisher, year, edition, pages
1978. Vol. 23, no 5, 770-783 p.
Keyword [en]
Parameter identification, Stochastic systems
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-101003DOI: 10.1109/TAC.1978.1101840OAI: oai:DiVA.org:liu-101003DiVA: diva2:664729
Available from: 2013-11-16 Created: 2013-11-16 Last updated: 2017-12-06

Open Access in DiVA

No full text

Other links

Publisher's full textRelated report

Authority records BETA

Ljung, Lennart

Search in DiVA

By author/editor
Ljung, Lennart
By organisation
Automatic ControlThe Institute of Technology
In the same journal
IEEE Transactions on Automatic Control
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 155 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf