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Identification of nonlinear rational systems using a prediction-error estimation algorithm. (English) Zbl 0674.93066
Summary: Identification of discrete-time nonlinear stochastic systems which can be representated by a rational input-output model is considered. A prediction-error parameter estimation algorithm is developed and a criterion is derived using results from the theory of hypothesis testing to determine the correct model structure. The identification of a simulated system and a heat exchanger are included to illustrate the algorithms.

MSC:
93E12 Identification in stochastic control theory
93E25 Computational methods in stochastic control (MSC2010)
62M20 Inference from stochastic processes and prediction
93C10 Nonlinear systems in control theory
93C55 Discrete-time control/observation systems
93E10 Estimation and detection in stochastic control theory
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