Approximate system identification: Misfit versus latency

author: Ivan Markovsky, School of Electronics and Computer Science, University of Southampton
published: Aug. 5, 2008,   recorded: May 2008,   views: 4268


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Two fundamentally different approaches in system identification, which are used for quantification of the model–data mismatch, are misfit and latency. The aim of this talk is to explain the rationale behind them and link them to statistical estimation methods—errors-in-variables regression and classical regression—respectively.

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