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Identification Theory and Signle Realization Behaviour
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1986 (English)Report (Other academic)
Abstract [en]

It is customary to use the w. p. l limit and the asymptotic distribution (or asymptotic covariance matrix) as an accuracy measure in system identification. Experiment design and the choice of estimation techniques may be decided upon using this covariance expression. It is shown how the usual probabilistic environment of the identification problem relates to the single-realization behavior of the resulting models.

Place, publisher, year, edition, pages
Linköping: Linköping University , 1986.
LiTH-ISY-I, ISSN 8765-4321 ; 836
Keyword [en]
Asymptotic, System identification, Experiment design
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-104334OAI: diva2:696825
Available from: 2014-02-16 Created: 2014-02-16 Last updated: 2014-02-16

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Ljung, Lennart
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Automatic ControlThe Institute of Technology
Control Engineering

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