On the Behavior of the Steiglitz-McBrilde Method for Insufficient- Order Identification

J. E. COUSSEAU; P.S.R. DINIZ

Rio de Janeiro

Congreso; 38th Midwest Symposium on Circuits and Systems; 1995

IEEE Circuits and Systems Society

This paper presents an analysis of the behavior of theStteiglitz-McBride method (SM) with special emphasisto system identification applications with insufficient order.Through the extension of known results of both theOutput Error method (OE) and the SM method, someinteresting interpretations are obtained. These interpretationsare based on the idea of a general error surfacedescription of the Mean Square Error (MSE) to be minimized.The MSE for the SM and the OE methods areparticular cases of this general formulation. An analysisof the solutions obtained for the insufficient order caseis presented. Some examples illustrating these solutionsare also included.