Output-error parametric model estimation
After studying this chapter you will be able to
• describe the output-error model-estimation problem;
• parameterize the system matrices of a MIMO LTI state-space model of fixed and known order such that all stable models of that order are presented;
• formulate the estimation of the parameters of a given system parameterization as a nonlinear optimization problem;
• numerically solve a nonlinear optimization problem using gradient-type algorithms;
• evaluate the accuracy of the obtained parameter estimates via their asymptotic variance under the assumption that the signal-generating system belongs ...