20. Identification of Invariants of (Over)Parameterized Models

  1. Rik Pintelon and
  2. Johan Schoukens

Published Online: 13 APR 2012

DOI: 10.1002/9781118287422.ch20

System Identification: A Frequency Domain Approach, Second Edition

System Identification: A Frequency Domain Approach, Second Edition

How to Cite

Pintelon, R. and Schoukens, J. (2012) Identification of Invariants of (Over)Parameterized Models, in System Identification: A Frequency Domain Approach, Second Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118287422.ch20

Publication History

  1. Published Online: 13 APR 2012
  2. Published Print: 19 MAR 2012

ISBN Information

Print ISBN: 9780470640371

Online ISBN: 9781118287422

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Keywords:

  • overparameterized model;
  • transfer function model;
  • multivariable systems;
  • noise model;
  • covariance matrix

Summary

This chapter contains sections titled:

  • Introduction

  • (Over)Parameterized Models and their Invariants

  • Cramér-Rao Lower Bound for Invariants of (Over)Parameterized Models

  • Estimates of Invariants of (Over) Parameterized Models - Finite Sample Results

  • A Simple Numerical Example

  • Exercises

  • Appendixes