Code for a general purpose system identifier and evaluator (GPSIE)

The modeling process may be viewed as a three-step iteration: 1) hypothesize a structure, 2) estimate (identify) unknown parameters, and 3) test for consistency between the model and available data. This paper describes a new, publicly-available computer program which performs the second and third tasks. The program, called General Purpose System Identifier and Evaluator (GPSIE), can handle nonlinear, time-varying, multiple input-output systems of arbitrary dimensions. The user supplies an array of data and a subprogram in PL/I or Fortran defining the model structure of interest. GPSIE searches for the maximum-likelihood estimates of any unknown parameters, and computes statistical measures of consistency between the model and the data. Options allow the user to deal efficiently with many kinds of systems.