Model Identification and Data Analysis

10Parameter Identification in a Given Model

10.1 Introduction

In this chapter, we deal with the problem of estimating an unknown parameter in a given dynamical model describing a real system. Such a problem is very frequently encountered in a huge variety of applications. Here, we investigate how to resort to the observation of the measurable external variables affecting the systems to find the value for the missing parameter.

In analogy with previous chapters, the unknown parameter vector is denoted by and its dimension by . The observations of the input and output signals, and , over the interval form the set of data: .

This situation is summarized in Figure 10.1, where is the system affected by the unknown parameter and denotes the set of non‐measurable exogenous signals influencing ...