O'Reilly logo

System Identification: Theory for the User, Second Edition by Lennart Ljung - Linköping University Sweden

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

8. Convergence and Consistency

8.1 Introduction

In Chapter 7 we described a number of different methods to determine models from data. To use these methods in practice, we need insight into their properties: How well will the identified model describe the actual system? Are some identification methods better than others? How should the design variables associated with a certain method be chosen?

Such questions relate, from a formal point of view, to the mapping (7.7) from the data set ZN to the parameter estimate image:

(8.1)

image

Questions about properties ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required