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

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16. Model Structure Selection and Model Validation

The choice of an appropriate model structure M is most crucial for a successful identification application. This choice must be based both on an understanding of the identification procedure and on insights and knowledge about the system to be identified. In Chapters 4 and 5 we provided lists of typical model structures to be used for identification. In this chapter we shall complement these lists by discussing how to arrive at a suitable structure, guided by system knowledge and the collected data set.

Once a model structure has been chosen, the identification procedure provides us with a particular model in this structure. This model may be the best available one, but the crucial question ...

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