Definition of System Identification and Optimal Estimation

  • System Identification: System Identification methods may be used to build mathematical models of dynamic systems based on observed and measured input and output data from the system. System Identification was defined by Lotfi Zadeh (1962) as: Identification is the determination, on the basis of input and output, of a system within a specified class of systems, to which the system under test is equivalent.


  • Optimal Estimation: Mathematical models of systems may be used to estimate un-measured system states and parameters. Based on mathematical models, known inputs and possibly noisy measurements, so called State Observers may be constructed. The famous Kalman filter is an example of an optimal minimum state estimation error variance estimator, i.e. the Kalman filter is optimal in a minimum variance sense.


Teacher:  PhD David Di Ruscio                            

Oppdatert 3.1.2018 av