System Identification without Lennart Ljung: what would have been different?

This chapter presents a personal view on the development of identification theory in the control community, starting from the year 1965. We show how two landmark papers, (Ho and Kalman, 1965) and (Åström and Bohlin, 1965), gave birth to two main streams of research that have dominated the development of system identification over the last fourty years. The Ho-Kalman paper gave a first solution to state-space realization theory, which led to stochastic realization, and much later to subspace identification. The Åström-Bohlin paper laid the foundations for the highly successful Prediction Error methods based on parametric input-output models. The chapter highlights the key influence of Lennart Ljung on the development of Prediction Error Identification; it shows how his seminal contributions have profoundly changed the community’s view on identification from a search for the elusive "true system" to a goaloriented design problem.