Comments on model validation as set membership identification. (English) Zbl 0949.93509

Ljung, Lennart

Garulli, A. (ed.) et al., Robustness in identification and control. Workshop, Siena, Italy, July 30 - August 2, 1998. London: Springer. Lect. Notes Control Inf. Sci. 245, 7-16 (1999).

Summary: We review four basic model validation techniques, one that relates to the “unknown-but-bounded” disturbance assumption, one that has been recently suggested in the “Identification-for-robust-control” context and two more classical statistical tests. By defining the set of models that would pass the chosen model validation test, we may interpret each of these as a set membership identification method. The consequences of such a viewpoint are discussed, and we focus on the important, but perhaps controversial concept of “independence” to make further selections of models within the thus defined sets.
For the entire collection see [Zbl 0918.00041].

MSC:

93B30

System identification