Code for a general purpose system identifier and evaluator (GPSIE)
- 1 December 1974
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 19 (6), 852-854
- https://doi.org/10.1109/tac.1974.1100727
Abstract
The modeling process may be viewed as a three-step iteration: 1) hypothesize a structure, 2) estimate (identify) unknown parameters, and 3) test for consistency between the model and available data. This paper describes a new, publicly-available computer program which performs the second and third tasks. The program, called General Purpose System Identifier and Evaluator (GPSIE), can handle nonlinear, time-varying, multiple input-output systems of arbitrary dimensions. The user supplies an array of data and a subprogram in PL/I or Fortran defining the model structure of interest. GPSIE searches for the maximum-likelihood estimates of any unknown parameters, and computes statistical measures of consistency between the model and the data. Options allow the user to deal efficiently with many kinds of systems.Keywords
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