Tests for determining model order in parameter estimation

  • Authors:
  • H. Unbehauen;B. Göhring

  • Affiliations:
  • University of Stuttgart, Keplerstr. 17, Stuttgart, West Germany;University of Stuttgart, Keplerstr. 17, Stuttgart, West Germany

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 1974

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Abstract

The accuracy of the models estimated with the direct least-squares- and maximum-likelihood-methods is investigated critically. In order to determine also the most accurate order of the model, seven structure testing methods are thoroughly investigated. Using the determinant ratio test first, the possible model orders can essentially be limited. The investigated control system was simulated on an analogue computer under diverse working conditions. With the results obtained, rules for the application of these structure testing methods are formulated. Because of the large number of cases investigated, the probability of the general validity of these rules is high.