Abstract

This tutorial selectively presents significant results in system identification that have appeared in the last decade. Specifically, (1) transfer function bias, (2) system order estimation by predictive least squares, (3) near optimal recursive parameter estimation, (4) testing against a no-noise model, and (5) robustness theory for estimators are presented. No attempt is made at completeness, and the author’s taste is the criterion for selection of specific results for presentation.

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