Brief paper: Some properties of the output error method

Authors:
T. Söderström;P. Stoica
Affiliations:
Department of Automatic Control and Systems Analysis, Institute of Technology, Uppsala University, P.O. Box 534, S-751 21 Uppsala, Sweden;Facultatea de Automatica, Institul Politehnic Bucuresti, Romania
Venue:
Automatica (Journal of IFAC)
Year:
1982

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Abstract

The output error identification method is studied in various respects. The stationary points of the associated loss function are investigated. Sufficient conditions for a unique local minimum are given. The loss functions can be minimized using a quasilinearization algorithm. Such an algorithm will give good local convergence. It is, however, shown that global convergence does not always occur. The output error method is also compared with some other estimation methods from the accuracy point of view. It is proved that a prediction error method will give better accuracy. An instrumental variable technique may give better or worse accuracy depending on the actual noise correlation.