Some after-dinner reflections on system identification

Abstract

The growth of the field of system identification is discussed along with changes in methodology which have taken place in recent years. The similarity between pattern recognition and system identification is pointed out, involving the modelling in the latter and the feature selection problem in the former. It is stated that once a model is formulated, including the disturbances and measurement errors, the parameter finding can be formulated as a statistical estimation problem. The various techniques and their application are discussed.