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? Modeling from Theory and Analysis: educe system model according to physical, chemical or other natural rules. 理论（分析）建模：根据已知的物理、化学规律推导
? In practice, Theory Modeling is not easy. 现实中理论建模存在困难
第三章 系统辨识与参数估计 4
3.1.4 System identification includes the following steps 系统辨识的步骤
? Experiment design : Its purpose is to obtain good experimental data, it includes
the choice of the measured variables and of the character of the input signals.
实验设计：如何获取尽可能多的信息，包括检测信号和输入信号的选取。
? Selection of model structure : A suitable model structure is chosen using prior knowledge and trial and error.
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Chapter 3 System Identification and Parameter Estimation
第三章 系统辨识与参数估计 3
3.1.3 Development of System Identification 系统辨识的发展
? Modern Control Theory is based on known a mathematic model of dynamic process. 现代控制理论建立在数学模型已知的前提下
系统辨识：根据系统的输入、输出数据，从一类模型中确定出一个在某中意义下最
能代表该系统的数学模型。
? Three essentials : an input/output dada, a set of models, and an optimized criterion
三个要素：输入 /输出数据、模型集、最优准则
? System Identification and Parameter Estimation just fill up this gap between the theory and the practice. 系统辨识 /参数估计正是为了弥合这一差距
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Chapter 3 System Identification and Parameter Estimation
? System Identification : is the experimental approach to process modeling, and the modeling method for identification of dynamical systems from input/output data, which confirm a model in a set of models that presents the dynamic characteristics of the system under an optimized criterion.
Chapter 3 System Identification and Parameter Estimation
第三章 系统辨识与参数估计
3.1 Introduction 概述
ቤተ መጻሕፍቲ ባይዱ
3.1.1 What is the Model of Dynamic System? 什么是模型？
? Theory model and experiment model 理论模型与实验模型
? The obstacle using Modern Control Theory in practice : It is not easy to obtain a mathematic model of dynamic process, thus the theory deviates from the practice. 实际应用中的障碍：数学模型并不容易获得，造成理论与实际脱节
最优准则：选择能反应模型对实验数据拟合程度的目标函数。
? Parameter estimation : An optimization problem is solved to obtain the numerical values of the model parameters.
? Experiment Modeling: Fit the model to experimental data according to an optimized
criterion.
实验建模：按一定准则的数据拟和
? Experiment model: holistic approach, complemented by theory model
模型结构：根据先验知识和试凑确定模型的结构。
? Choice of the criterion to fit : A suitable cost function is chosen, which reflects
how well the model fits the experimental data.
实验建模的特点：整体性、可用机理模型弥补（互补）
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Chapter 3 System Identification and Parameter Estimation
第三章 系统辨识与参数估计 2
3.1.2 System Identification and Parameter Estimation 系统辨识与参数估计
? Parameter Estimation : a simplified system identification problem when the model structure is known, only its parameters is unknown.
参数估计：结构已知。参数未知时，系统辨识问题的简化
