Development of System Identification

To write a \history of system identiication" is a formidable task and requires skills in science of history which I do not have. It is therefore unavoidable that an essay like this will be strongly subjective, and reeect my background, my personal interests and my personal recollections. The limitations in this presentation are thus set by my own background. I joined the Division of Automatic Control at Lund University in Sweden as a Ph.D. student in the summer of 1970. This was immediately after the second IFAC Symposium on Iden-tiication in Prague. At that conference, Astrr om and Eykhoo had just presented their survey paper (Astrr om and Eykhoo 1971), which later appeared in Automat-ica, and became a very much cited reference for system identiication. I started to do research on persistently exciting signals in 1971, at the same time as I studied Tsypkin's then fairly recent work on stochastic approximation for re-cursive estimation and \self learning". Adaptive { or self tuning { control was then the hot subject at Lund and elsewhere in the control community, and much of my own interest was focused around the problem of establishing convergence of adaptive control algorithms. That lead me both to analysis of recursive algorithms and to consistency questions for various identiication schemes, which in turn resulted in my Ph.D. thesis 1974. That sets the stage for my interest in system identiication and this also gives the limitations of the present paper. There are few accounts of the history of system identi-cation in the literature. In addition to literature overviews in textbooks and survey papers, the only really \historic" article I know of is the one by Pieter Eykhoo in the Systems and Control Encyclopedia, (Eykhoo 1987). 2. SYSTEM IDENTIFICATION AS A RESEARCH FIELD IN AUTOMATIC CONTROL The term system identiication was coined by Lott Zadeh in 1962, (Zadeh 1962). He deened system identiication as: Identiication is the determination, on the basis on input and output, of a system within in a speciied class of systems, to which the system under test is equivalent. This deenition is of course highly systems oriented, and does not really reeect the strong statistical avor of system identiication techniques. Nevertheless, the term caught on and soon became the standard terminology in the control community. On the other hand it has not spread outside our own community. In statistics, econo-metrics, geophysics, signal processing, etc., where also …