System Identification: Theory for the User, 2nd Edition

3. Simulation and Prediction

The system descriptions given in Chapter 2 can be used for a variety of design problems related to the true system. In this chapter we shall discuss some such uses. The purpose of this is twofold. First, the idea of how to predict future output values will turn out to be most essential for the development of identification methods. The expressions provided in Section 3.2 will therefore be instrumental for the further discussion in this book. Second, by illustrating different uses of system descriptions, we will provide some insights into what is required for such descriptions to be adequate for their intended uses. A leading idea of our framework for identification will be that the effort spent in developing a model ...