System identification: General aspects and structure.
Event details
| Date | 27.11.2009 |
| Hour | 10:15 |
| Speaker | Prof. M. Deistler, Institute for Mathematical Methods in Economics (Vienna University of Technology). |
| Location |
MEC2405
|
| Category | Conferences - Seminars |
System identification is concerned with obtaining good models from data, i.e. with data-
driven modeling. In this contribution, the aim is to explain and discuss ideas, general
approaches, theories and algorithms for the identification of multi-input, multi-output linear
dynamic systems with stochastic noise. Identification of linear systems is a nonlinear
problem, since the function attaching an estimated system to the data is nonlinear and is
prototypical also for many parts of identification of nonlinear systems. We discuss problems
of structure theory, such as parametrization, estimation of real-valued parameters,
(maximum likelihood type estimation and its asymptotic properties) and model selection
(order estimation by information criteria).
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Practical information
- General public
- Free