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Open AccessJournal ArticleDOI

System identification-A survey

Karl Johan Åström, +1 more
- 01 Mar 1971 - 
- Vol. 7, Iss: 2, pp 123-162
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TLDR
The survey explains the least squares method and several of its variants which may solve the problem of correlated residuals, viz. repeated and generalized least squares, maximum likelihood method, instrumental variable method, tally principle.
About: 
This article is published in Automatica.The article was published on 1971-03-01 and is currently open access. It has received 1479 citations till now. The article focuses on the topics: Generalized least squares & System identification.

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Citations
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Journal ArticleDOI

Paper: Modeling by shortest data description

Jorma Rissanen
- 01 Sep 1978 - 
TL;DR: The number of digits it takes to write down an observed sequence x1,...,xN of a time series depends on the model with its parameters that one assumes to have generated the observed data.
Journal ArticleDOI

Linear prediction: A tutorial review

John Makhoul
TL;DR: This paper gives an exposition of linear prediction in the analysis of discrete signals as a linear combination of its past values and present and past values of a hypothetical input to a system whose output is the given signal.
Journal ArticleDOI

Paper: Model predictive heuristic control

J. Richalet, +3 more
- 01 Sep 1978 - 
TL;DR: In this paper, a new method of digital process control is described, which relies on three principles: 1) the multivariable plant is represented by its impulse responses which will be used on line by the control computer for long range prediction; 2) the behavior of the closed-loop system is prescribed by means of reference trajectories initiated on the actual outputs; 3) the control variables are computed in a heuristic way with the same procedure used in identification, which appears as a dual of the control under this formulation.
Journal ArticleDOI

On self tuning regulators

Karl Johan Åström, +1 more
- 01 Mar 1973 - 
TL;DR: In this paper, the problem of controlling a system with constant but unknown parameters is considered and an algorithm obtained by combining a least squares estimator with a minimum variance regulator computed from the estimated model is analyzed.
Journal ArticleDOI

Analysis of recursive stochastic algorithms

Lennart Ljung
- 01 Aug 1977 - 
TL;DR: It is shown how a deterministic differential equation can be associated with the algorithm and examples of applications of the results to problems in identification and adaptive control.
References
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Journal ArticleDOI

An Algorithm for Least-Squares Estimation of Nonlinear Parameters

Donald W. Marquardt
- 01 Jun 1963 - 
Book

Stochastic Processes and Filtering Theory

Andrew H. Jazwinski
TL;DR: In this paper, a unified treatment of linear and nonlinear filtering theory for engineers is presented, with sufficient emphasis on applications to enable the reader to use the theory for engineering problems.
Book

Spectral analysis and its applications

Gwilym M. Jenkins, +1 more
TL;DR: In this paper, Spectral Analysis and its Applications, the authors present a set of applications of spectral analysis and its application in the field of spectroscopy, including the following:
Book

Introduction to stochastic control theory

Karl Johan Åström
Journal ArticleDOI

Mathematical description of linear dynamical systems

R. E. Kalman
- 01 Jan 1963 - 
TL;DR: In this paper, it is shown that the input/output relations determine only one part of a system, that which is completely observable and completely controllable, and methods are given for calculating irreducible realization of a given impulse-response matrix.
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