4. Models of Linear Time-Invariant Systems

A model of a system is a description of (some of) its properties, suitable for a certain purpose. The model need not be a true and accurate description of the system, nor need the user have to believe so, in order to serve its purpose.

System identification is the subject of constructing or selecting models of dynamical systems to serve certain purposes. As we noted in Chapter 1, a first step is to determine a class of models within which the search for the most suitable model is to be conducted. In this chapter we shall discuss such classes of models for linear time-invariant systems.

4.1 Linear Models and Sets of Linear Models

A linear time-invariant model is specified, as we saw in Chapter 2, by ...

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