Basic Choices in System Identification

This chapter contains sections titled:

• Introduction

• Intersample Assumptions: Facts

• The Intersample Assumption: Appreciation of the Facts

• Nonparametric Noise Models: Facts

• Nonparametric Noise Models: Detailed Discussion and Appreciation of the Facts

• Periodic Excitations: Facts

• Periodic Excitations: Detailed Discussion and Appreciation of the Facts

• Periodic versus Random Excitations: User Aspects

• Time and Frequency Domain Identification

• Time and Frequency Domain Identification: Equivalences

• Time and Frequency Domain Identification: Differences

• Imposing Constraints on the Identified Model

• Conclusions

• Exercises