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1、AnnualReviewsinControl34(2010)1–12ContentslistsavailableatScienceDirectAnnualReviewsinControljournalhomepage:www.elsevier.com/locate/arcontrol§,§§PerspectivesonsystemidentificationLennartLjungDivisionofAutomaticControl,Linko¨pingsUniversitet,SE-58183Linko¨ping
2、,SwedenARTICLEINFOABSTRACTArticlehistory:SystemidentificationistheartandscienceofbuildingmathematicalmodelsofdynamicsystemsfromReceived28October2009observedinput–outputdata.ItcanbeseenastheinterfacebetweentherealworldofapplicationsandAccepted10December2009them
3、athematicalworldofcontroltheoryandmodelabstractions.Assuch,itisanubiquitousnecessityAvailableonline10April2010forsuccessfulapplications.Systemidentificationisaverylargetopic,withdifferenttechniquesthatdependonthecharacterofthemodelstobeestimated:linear,nonline
4、ar,hybrid,nonparametric,etc.AtKeywords:thesametime,theareacanbecharacterizedbyasmallnumberofleadingprinciples,e.g.tolookforSystemidentificationsustainabledescriptionsbyproperdecisionsinthetriangleofmodelcomplexity,informationcontentsinMathematicalmodelsthedata
5、,andeffectivevalidation.Theareahasmanyfacetsandtherearemanyapproachesandmethods.EstimationAtutorialorasurveyinafewpagesisnotquitepossible.Instead,thispresentationaimsatgivinganNon-linearmodelsStatisticalmethodsoverviewofthe‘‘science’’side,i.e.basicprinciplesa
6、ndresultsandatpointingtoopenproblemareasinthepractical,‘‘art’’,sideofhowtoapproachandsolvearealproblem.ß2010ElsevierLtd.Allrightsreserved.1.Introduction2.ThecoreConstructingmodelsfromobserveddataisafundamentalThecoreofestimatingmodelsisstatisticaltheory.Itevo
7、lveselementinscience.Severalmethodologiesandnomenclaturesaroundthefollowingconcepts:havebeendevelopedindifferentapplicationareas.Inthecontrolarea,thetechniquesareknownunderthetermsystemidentifica-Model.Thisisarelationshipbetweenobservedquantities.Intion.Theare
8、aisindeedhuge,andrequiresbookshelvestobelooseterms,amodelallowsforpredictionofpropertiesoradequatelycovered.Anyattempttogiveasurveyortutorialinabehaviorsoftheobject.Typicallytherelationsh
