Canonical structures in the identification of multivariable systems
Automatica (Journal of IFAC)
Correspondence item: An instrumental product moment test for model order estimation
Automatica (Journal of IFAC)
System identification-A survey
Automatica (Journal of IFAC)
An instrumental variable method for real-time identification of a noisy process
Automatica (Journal of IFAC)
Estimation of the order of linear systems
Automatica (Journal of IFAC)
Parameter estimation for continuous-time models-A survey
Automatica (Journal of IFAC)
Paper: Selecting the best linear transfer function model
Automatica (Journal of IFAC)
Position paper: Characterising performance of environmental models
Environmental Modelling & Software
Hi-index | 22.15 |
The paper describes a simple instrumental variable method for identifying the structure of a wide class of time-series models. The method is aimed at providing a parametrically efficient (parsimonious) model structure which will lead to a combination of low residual error variance, i.e. a good explanation of the data, and low parametric estimation error variance (as measured by some norm associated with the covariance matrix of the estimation errors). It can be applied to single input-single output and multivariable systems using either discrete or continuous-time series models. It can also function as a recursive (on-line) test for reduction in model order.