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

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12. Options and Objectives

The goal of the identification procedure is, in loose terms, to obtain a good and reliable model with a reasonable amount of work. To this end a number of different techniques have been developed, as we saw in Part II. They also contain a number of design variables to be chosen by the user. In this part we shall discuss how to make these choices so as to achieve our goals. In the present chapter we start by pinpointing the options that are available to the user and by formalizing the objectives of the identification exercise. In the latter context we concentrate on linear time-invariant structures.

12.1 Options

When confronted with a process with unknown dynamical properties, the user has to take a number of decisions ...

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