25th IEEE Conference on Decision and Control, Date: 1986/12/01 - 1986/12/01, Location: Athens, Greece

Publication date: 1986-01-01
Pages: 1663 - 1665

Proc. of the 25th IEEE Conference on Decision and Control

Author:

De Moor, Bart
Vandewalle, Joos

Keywords:

SISTA

Abstract:

Some insight is provided in the analysis of the basic modeling problem in the simplest case, i. e. , the identification of linear relations from noisy data. The central idea is the nonuniqueness principle, which states that the solution of a noisy identification problem is intrinsically nonunique. Any uncertainty in the data implies that no particular model can be identified with certainty. In a situation of uncertainty (noise), it is unnatural to have mathematical formulations that lead to unique results. It is demonstrated how classical treatments of the problem have led to a unique solution because additional unverifiable a priori assumptions were imposed that forced uniqueness.