ON THE RELATIONSHIP BETWEEN BEHAVIORAL AND STANDARD METHODS FOR SYSTEM-IDENTIFICATION

In this paper we show that an identification criterion inspired by the behavioural framework can be related in a very direct way to more tra ditional identification criteria. Specifically, we consider maximum a posteriori identification and symmetric instrumental variable methods. The behavioural criterion is studied in a traditional identification framework, and we do make an a priori partitioning of the observed dat a into inputs and outputs. Nevertheless, the behavioural criterion doe s look quite different to existing schemes. However, by making certain approximations in some cases, we show how these schemes are related. (C) 1998 Elsevier Science Ltd. All rights reserved.