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TITLE: Recursive computation of the most powerful unfalsified model
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AUTHORS: I. Markovsky, Jan C. Willems, and Bart De Moor
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ABSTRACT: 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.
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KEYWORDS: Most powerful unfalsified model, recursive identification, partial realization, Berlekamp--Massey algorithm.
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STATUS: In the proceedings of the 14th IFAC Symposium on System Identification, SYSID 2006, pages 588-593.
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DATE OF ENTRY: 17 August 2005
@InProceedings{MWDM05,
author = {I. Markovsky and J. C. Willems and B. {De Moor}},
title = {Recursive computation of the most powerful unfalsified model},
booktitle = {14th IFAC Symposium on System Identification},
pages = {588--593},
year = {2006},
address = {Newcastle, Australia}
}