On the specification of goodness of fit for linear systems

C. Heij*, J. C. Willems

*Corresponding author for this work

Research output: Contribution to conferencePaperAcademic

Abstract

In this paper we are concerned with measuring the goodness of fit of models with respect to observed data. Of central importance is the distinction between a model and its various parametric representations. The non-uniqueness of representation imposes restrictions on the expression of model fit in terms of parametric fit. We pay special attention to approximate modelling of an observed time series by means of a linear system.

Original languageEnglish
Pages185-190
Number of pages6
Publication statusPublished - 1991
Externally publishedYes
EventProceedings of the 11th Triennial World Congress of the International Federation of Automatic Control - Tallinn, USSR
Duration: 13 Aug 199017 Aug 1990

Conference

ConferenceProceedings of the 11th Triennial World Congress of the International Federation of Automatic Control
CityTallinn, USSR
Period13/08/9017/08/90

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