Identification of non-linear rational systems using a prediction-error estimation algorithm
Open Access
- 1 March 1989
- journal article
- research article
- Published by Taylor & Francis in International Journal of Systems Science
- Vol. 20 (3) , 467-494
- https://doi.org/10.1080/00207728908910143
Abstract
Identification of discrete–time non–linear stochastic systems which can be represented by a rational input–output model is considered. A prediction–error parameter estimation algorithm is developed and a criterion is derived using results from the theory of hypothesis testing to determine the correct model structure. The identification of a simulated system, and a heat exchanger are included to illustrate the algorithms.Keywords
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