System Identification Methods: Unification and Information-Development Using Template Functions

Abstract

Based on the notions of template functions a multitude of system parameter estimation methods is presented as a coherent picture. This leads to increased insight and to new, practical estimation schemes, adaptable for a wide variety of situations.The goal of parameter estimation is the derivation of quantitative knowledge on unknown characteristics of dynamical systems. Consequently it is of basic interest to determine whether, fundamentally, the particular situation at hand offers enough information, i.e. whether the best estimation algorithm available could indeed provide the knowledge required.The this question is about the efficiency of the various estimation algorithms, i.e. the part of the potentially available information that becomes artually present.In this paper partial answers to these questions are given. This holds for recursive estimation as well as for “one shot” estimation in cases of lin-earity in the parameters.