Structural identification of linear multivariable systems using overlapping forms: a new parametrization

DOI10.1080/00207178408933322zbMath0555.93012MaRDI QIDQ3220412

Ah Chung Tsoi, Michel Gevers

Publication date: 1984

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178408933322

zbMATH Keywords

autoregressive moving average model; selection rule; overlapping parametrization; pseudo- canonical forms

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

93B30: System identification

93C35: Multivariable systems, multidimensional control systems

93C05: Linear systems in control theory

93B10: Canonical structure

93B20: Minimal systems representations

93E12: Identification in stochastic control theory

93B15: Realizations from input-output data

Related Items

Direct and indirect least squares methods in continuous-time parameter estimation

Cites Work

• Uniquely identifiable state-space and ARMA parametrizations for multivariable linear systems
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• Some properties of the parameterization of ARMA systems with unknown order
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• Parametrizations of linear dynamical systems: Canonical forms and identifiability
• The determination of optimum structures for the state space representation of multivariate stochastic processes