System identification: theory for the user
System identification: theory for the user
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A non-traditional approach to solving the identification problems using a small number of observations is developed. The approach is formulated as an estimate conformity principle. The problem of identifying a linear dynamic model is treated within this approach. A significant feature of the above method is the use of a quality criterion not requiring the knowledge of a priori probability noise distributions. The method is well suitable for real-time object identification in adaptive control systems.