O'Reilly logo

Filtering and System Identification by Vincent Verdult, Michel Verhaegen

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

7

Output-error parametric model estimation

image

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 ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required