On the behavior of the Steiglitz-McBride method for insufficient-order identification

This paper presents an analysis of the behavior of the Steiglitz-McBride method (Ski) with special emphasis to system identification applications with insufficient order. Through the extension of known results of both the Output Error method (OE) and the SM method, some interesting interpretations are obtained. These interpretations are based on the idea of a general error surface description of the Mean Square Error (MSE) to be minimized. The MSE for the SM and the OE methods are particular cases of this general formulation. An analysis of the solutions obtained for the insufficient order case is presented. Some examples illustrating these solutions are also included