More advanced aspects

In the problems we have studied so far, we have assumed that the system to be identified can be represented in the form of a transfer function associated with an output and an input that are decorrelated from disturbances. In practice, however, this is not always possible. In such cases, it is necessary to use identification techniques appropriate to these particular cases. In this section, we present an introduction to three more advanced aspects of system identification:

• multivariable systems represented as states ;

• closed-loop identification when a control law governs the system to be identified;

• identification in a context of "errors in variables", where not only the output but also the input is disturbed by measurement noise.