System identification- an introduction and a survey

Abstract

This paper presents a survey of a number of techniques for the identification of dynamic systems using computer techniques. The techniques discussed are particularly suited to digital or hybrid computer implementation. It is not intended to be a complete survey of the vast field of system identification, nor even the area of parameter estimation. Rather, it presents a discussion and compari son of several techniques which appear particularly use ful at the present time, including spectral analysis, search and gradient methods, quasi-linearization, and stochas tic approximation. Other related methods are discussed briefly.