Identification of Minimal Order State Space Models from Stochastic Input-Output Data

DOI10.1137/0326004zbMath0663.93071OpenAlexW2078588651MaRDI QIDQ3815233

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Publication date: 1988

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0326004

zbMATH Keywords

order determinationapproximate distributionHankel correlation matrixGaussian stationary input-output measurementsminimal order state space representationmultivariable linear time- invariant system

Mathematics Subject Classification ID

Minimal systems representations (93B20) Identification in stochastic control theory (93E12) Eigenvalues, singular values, and eigenvectors (15A18) Realizations from input-output data (93B15) Distribution theory (60E99)

Related Items (1)

State-space model identification with data correlation

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