SYSTEM IDENTIFICATION

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1、SYSTEMIDENTIFICATIONLennartLjungDepartmentofElectricalEngineeringLink~pingUniversityS-58183Link~ping,SwedenI.INTRODUCTIONUncertaintyisthemajorstumblingblockinmostproblemsofdesignanddecision.Forcontroldesign,uncertaintyrelatestoourlackofpreciseknowledgeabou

2、tthepropertiesoftheprocesstobecontrolledaswellasaboutthedisturbancesthatwillaffectit.Systemidenti-ficationandmodellingrepresentahead-onapproachtodealwiththisuncertaintyproblem:toconstructmathematicalmodelsoftheprocessanditsenvironmentusingavailableinformat

3、ion,aswellasto,whenpossible,performexperimentsthatwillprovidefurtherusefulinfor-mation.Inthiscontributionweshallgiveabriefoverviewofidentificationandmodelling.Weshallthenconcentrateontypicalaspectsoftheareaandoutlinebasicproceduresandtheirproperties,rather

4、thandealwithspecificalgorithms.AdiscussionofthemodelconceptisfirstgiveninSection2andthentheSystemIdentificationproblemisoutlinedinSection3.Section4dealswithtime-domainanalyticmodelsinsomewhatmoredetail,whileSection5describeshowsuchmodelscanbefittedtoobserv

5、eddata.ThepropertiesoftheresultingmodelsaresummarizedinSection6andsomeuseraspectsaresumma-rizedinSection7.Theimportantproblemofmodelvalidationisdes-cribedinSection8.ConclusionsandanoutlookoftheareaaregiveninthefinalSection9.2SYSTEMSANDMODELSThenotionofs~st

6、emsplaysanimportantroleinmodernscience.Manyproblemsinvariousfieldsaresolvedinasystemsorientedframework.Subjectslikecontroltheory,communicationtheoryandoperationsre-searchtellushowtodeterminesuitableregulators,filters,decisionrulesetc.Suchtheoryassumesthata

7、modelisavailableofthesysteminquestion.Theapplicabilityofthetheoryisthuscriticallydepen-49dentontheavailabilityofgoodmodels.Howdoesoneconstructgoodmodelsofagivensystem?Thisquestionabouttheinterfacebetweentherealworldandtheworldofmathema-ticsiscrucialforsucc

8、essfulapplications.Thegeneralansweristhatwehavetostudythesystemexperimentallyandmakesomeinferencefromtheobservations.Inpracticetherearetwomainroutes.Oneistosplitupthesystem,figurativelyspeaking,intosubsystems