http://hdl.handle.net/1765/1416
series: EI 9710-/A

Identification of System Behaviours by Approximation of Time Series Data


Research Paper
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The behavioural framework has several attractions to offer for the identification of multivariable systems. Some of the variables may be left unexplained without the need for a distinction between inputs and outputs; criteria for model quality are independent of the chosen parametrization; and behaviours allow for a global (i.e., non-local) approximation of the system dynamics. This is illustrated with a behavioural least squares method with an application in dynamic factor analysis.



Keywords


Automatically Extracted Terms
  • system
  • model
  • method
  • factor
  • process
  • identi
  • system identi cation
  • cation
  • behaviour
  • error
  • identi cation
  • behavioural
  • approximation
  • matrix
  • square
  • frequency
  • time series
  • function
  • factor models
  • complexity