Title :
Some observations on prediction error minimization
Author_Institution :
Syst. & Control Group, Lancaster Univ., Lancaster, UK
Abstract :
This paper does not introduce any new methodology. Its primary aim is to present both real data analysis and associated simulation results that question an over-reliance on the prediction error minimisation approach to the identification and estimation of linear transfer function models from time series data.
Keywords :
identification; time series; transfer functions; linear transfer function model estimation; linear transfer function model identification; prediction error minimization; real data analysis; time series data; alternative algorithms; model credibility; prediction error minimization;
Conference_Titel :
Control 2010, UKACC International Conference on
Conference_Location :
Coventry
Electronic_ISBN :
978-1-84600-038-6
DOI :
10.1049/ic.2010.0458
