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A bird’s eye view on parameter estimation and system identification. (English) Zbl 0667.93102

Parameter estimation and system identification has developed intensively during the past decades. It has reached maturity as is testified by industrial and other applications.
The intention of this paper is to summarize essential developments and coherence of this field. The topics discussed include: identification protocol, model representations, estimation methods, identification tools (computer programs), reference to a number of applications, as well as some expectations. It is recognized that identification in an engineering sense has both a “science” and an “arts” (engineering-understanding of the process) aspect.

MSC:

93E10 Estimation and detection in stochastic control theory
93E12 Identification in stochastic control theory
93-02 Research exposition (monographs, survey articles) pertaining to systems and control theory
93E25 Computational methods in stochastic control (MSC2010)

Keywords:

survey; applications
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