Some observations on prediction error minimization

Peter C. Young*

*Corresponding author for this work

    Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

    Abstract

    This paper does not introduce any new methodology. Its primary aim is to present both real data analysis and associated simulation results that question an over-reliance on the prediction error minimisation approach to the identification and estimation of linear transfer function models from time series data.

    Original languageEnglish
    Title of host publicationUKACC International Conference on CONTROL 2010
    Pages1241-1246
    Number of pages6
    Edition4
    DOIs
    Publication statusPublished - 2010
    EventUKACC International Conference on CONTROL 2010 - Coventry, United Kingdom
    Duration: 7 Sept 201010 Sept 2010

    Publication series

    NameIET Seminar Digest
    Number4
    Volume2010

    Conference

    ConferenceUKACC International Conference on CONTROL 2010
    Country/TerritoryUnited Kingdom
    CityCoventry
    Period7/09/1010/09/10

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