Considerations Related to Ill-Posed and Well-Posed Problems in System Identification.
Scientific interim rept.,
AEROSPACE RESEARCH LABS WRIGHT-PATTERSON AFB OHIO
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The authors introduce a class of inputoutput representations which are called lambda-representations for linear, time-invariant systems. For many cases of practical interest the identification of one of these representations is mathematically well-posed. Its determination is thus relatively insensitive to certain experimental uncertainties and rational error-in-identification bounds may be found. Impulse response identification almost always leads to an ill-posed problem, so lambda-representation is often an attractive alternate nonparametric model for physical systems which must be identified from inputoutput records. Among the practical considerations investigated in this report are the effect of input and output uncertainties noise in the identification experiment, and the treatment of the case when only discrete data are available. Modified author abstract
- Statistics and Probability