On the Coherence Among The Multitude of System Identification Methods

Abstract To many engineers and scientists, "experts" as well as non-experts in identification, this field presents itself still as "a bag of tricks" due to the great variety of methods advocated by numerous authors. Yet a multitude of methods can be presented as elements in a coherent picture, particularly for model-representations that are linear-in-the-parameters. Such methods can be recognized as belonging to one of three related classes, with specific properties. This leads to increased insight and to new, practical estimation schemes, adaptable for a wide variety of situations.