International Journal of Control, Vol.68, No.5, 1103-1114, 1997
On Autoregressive Models, the Parsimony Principle, and Their Use in Control-Oriented System-Identification
A perspective is given on the use and limitations of autoregressive type models and the parsimony principle in the context of control-oriented system identification. It is demonstrated that the non-systematic application of the parsimony principle tends to favour low-order autoregressive type models that can be detrimental in subsequent control design especially for unstable or poorly damped systems. Furthermore, an existence condition for smooth coprime factorizations and system stabilizability is given.
Keywords:ROBUSTNESS