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System Identification : A Survey

Åström, Karl Johan LU and Eykhoff, Pieter (1971) In Automatica 7. p.123-162
Abstract
The field of identification and process-parameter estimation has developed rapidly during the past decade. In this survey paper the state-of-the-art/science is presented in a systematic way. Attention is paid to general properties and to classification of identification problems. Model structures are discussed; their choice hinges on the purpose of the identification and on the available a priori knowledge. For the identification of models that are linear in the parameters, the survey explains the least squares method and several of its variants which may solve the problem of correlated residuals, viz. repeated and generalized least squares, maximum likelihood method, instrumental variable method, tally principle. Recently the non-linear... (More)
The field of identification and process-parameter estimation has developed rapidly during the past decade. In this survey paper the state-of-the-art/science is presented in a systematic way. Attention is paid to general properties and to classification of identification problems. Model structures are discussed; their choice hinges on the purpose of the identification and on the available a priori knowledge. For the identification of models that are linear in the parameters, the survey explains the least squares method and several of its variants which may solve the problem of correlated residuals, viz. repeated and generalized least squares, maximum likelihood method, instrumental variable method, tally principle. Recently the non-linear situation, the on-line and the real-time identification have witnessed extensive developments. These are also reported. There are 230 references listed, mostly to recent contributions. In appendices a resume is given of parameter estimation principles and a more detailed exposition of an example of least squares estimation. (Less)
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author
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
Automatica
volume
7
pages
123 - 162
publisher
Pergamon
external identifiers
  • Scopus:0015035795
ISSN
0005-1098
DOI
10.1016/0005-1098(71)90059-8
language
English
LU publication?
yes
id
0ee9734e-1652-4f18-8b3d-41d8a4406f00 (old id 8867247)
date added to LUP
2016-03-23 14:02:38
date last changed
2017-01-22 04:20:19
@article{0ee9734e-1652-4f18-8b3d-41d8a4406f00,
  abstract     = {The field of identification and process-parameter estimation has developed rapidly during the past decade. In this survey paper the state-of-the-art/science is presented in a systematic way. Attention is paid to general properties and to classification of identification problems. Model structures are discussed; their choice hinges on the purpose of the identification and on the available a priori knowledge. For the identification of models that are linear in the parameters, the survey explains the least squares method and several of its variants which may solve the problem of correlated residuals, viz. repeated and generalized least squares, maximum likelihood method, instrumental variable method, tally principle. Recently the non-linear situation, the on-line and the real-time identification have witnessed extensive developments. These are also reported. There are 230 references listed, mostly to recent contributions. In appendices a resume is given of parameter estimation principles and a more detailed exposition of an example of least squares estimation.},
  author       = {Åström, Karl Johan and Eykhoff, Pieter},
  issn         = {0005-1098},
  language     = {eng},
  pages        = {123--162},
  publisher    = {Pergamon},
  series       = {Automatica},
  title        = {System Identification : A Survey},
  url          = {http://dx.doi.org/10.1016/0005-1098(71)90059-8},
  volume       = {7},
  year         = {1971},
}