ON THE IDENTIFICATION OF SYSTEMS AND THE UNSCRAMBLING OF DATA, I. HIDDEN PERIODICITIES.

Abstract : A general problem of great interest in science and control engineering is that of identifying a system on the basis of observations. This is viewed as a nonlinear multi-point boundary-value problem which can be resolved numerically using the method of quasilinearization. The first paper in the series is devoted to the hunt for hidden periodicities in data and provides an attractive alternative to the classical periodogram analysis. (Author)