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Filtering and System Identification by Vincent Verdult, Michel Verhaegen

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10

The system-identification Cycle

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After studying this chapter you will be able to

•  explain that the identification of an LTI model making use of real-life measurements is more then just estimating parameters in a user-defined model structure;

•  identify an LTI model in a cyclic manner of iteratively refining data and models and progressively making use of more complex numerical optimization methods;

•  explain that the identification cycle requires many choices to be made on the basis of cautious experiments, the user’s expertise, and prior knowledge about the system to be identified or about systems bearing a close relationship with, or resemblance ...

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