14th IFAC Symposium on System Identification, SYSID 2006

SYSID-2006 Paper Abstract


Paper ThA2.1

Markovsky, Ivan (K.U. Leuven), Willems, Jan C. (K.U. Leuven), De Moor, Bart (Katholieke Univ. Leuven)

Recursive Computation of the Most Powerful Unfalsified Model

Scheduled for presentation during the Regular Session "Identification of Linear Systems II" (ThA2), Thursday, March 30, 2006, 10:30−10:50, Banquet Room

14th IFAC Symposium on System Identification, March 29 - 31, 2006, Newcastle, Australia

This information is tentative and subject to change. Compiled on September 24, 2018

Keywords Recursive Identification, Time Series, Multivariable System Identification


We consider algorithms for recursive computation of an exact model for a given time series. Existing algorithms that operate recursively in time are reviewed and a new algorithm that operates recursively in the degrees of the system laws is described.