首页> 外文会议>Workshop on Stochastic Theory and Control >System identification and time series analysis: past, present, and future
【24h】

System identification and time series analysis: past, present, and future

机译:系统识别和时间序列分析:过去,现在和未来

获取原文

摘要

The aim of this contribution is to describe main features in the development of system identification, in the sense of modelling from time series data. Given the restrictions in space, such an effort is necessarily fragmentary. Clearly, subjective judgements cannot be avoided. System identification has been developed in a number of different scientific communities, the most important of which are econometrics, statistics and system- and control theory. The development of the field due to the requirements of applications and due to the intrinsic dynamics of its theories, and the interactions of the different communities in contributing to this development will be briefly described as well as the basic formal features of the problem. In addition some future perspectives are given. System identification has attracted almost no interest from the part of the general public interested in the history or perspectives of other parts of science. This is explained not only be the relative importance of the subject, compared to subjects attracting a lot of attention, but also by its - in a certain sense - abstract scope and the fact that it provides an enabling technology, often hidden in wider problem solutions. What is more surprising to the author is how little interest the history of the subject has attracted for researchers in this area; a clear indication for this is the frequent lack of proper referencing to original results.
机译:本贡献的目的是描述系统识别的主要特征,从时间序列数据的建模感。鉴于空间的限制,这种努力必须是零碎的。显然,无法避免主观判断。系统识别已经在许多不同的科学社区中开发,其中最重要的是,这是经济学,统计和系统和控制理论。由于应用的要求和由于其理论的内在动态,以及不同社区对这种发展的互动的互动以及问题的基本正式特征,因此开发。另外还有一些未来的观点。系统识别从一般公众对其他地区的其他部分的历史或观点感兴趣的普遍感兴趣,几乎没有兴趣。与吸引很多关注的主题相比,这不仅是对象的相对重要性,还可以解释,而且还通过它 - 在某种意义上 - 摘要范围以及它提供了一种能够实现技术的事实,通常隐藏在更广泛的问题解决方案中。对提交人更令人惊讶的是对该地区的研究人员吸引了对象的历史的利益。明确的指示是频繁缺乏适当的原始结果。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号