ABSTRACT

The theory and practical guidelines for identification laid down in the previous parts of this text have been in the framework of open-loop linear time-invariant systems. The general situation is, however, that the system is time-varying and/or non-linear and/or under closed-loop conditions. In this respect, the set of open-loop LTI systems is certainly a restricted class. However, as we shall shortly learn, the core principles and guidelines for the identification of aforementioned systems are similar to those of LTI systems. Moreover, many of the algorithms use the LTI system model as the basic building block. Needless to add, the form of optimization problem, complexity and dimensionality of the associated methods can be significantly different from those of LTI systems.