Some Classical and Some New Ideas for Identification of Linear Systems ?
نویسنده
چکیده
This paper gives an overview of identification of linear systems. It covers the classical approach of parametric methods using 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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