System identification. Performance and closed-loop issues

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The presented work is a chapter of a book, obviously devoted to modeling, estimation and system identification. Some general definitions are introduced and commented on first. Further, the parametric models structures based on discrete transfer functions are considered. The estimation of model parameters and the implementation of one-step ahead process output predictors are considered in the optimization framework. The practical implementation of the estimation algorithms and the theoretical limits of performance are commented on. The use of closed-loop identification is also introduced. A review of closed-loop identification methods is given and methods based purely on the closed-loop approach are introduced. For the entire collection see [Zbl 1001.00013].











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