Approximation of multivariable linear systems with impulse response and autocorrelation sequences

DOI10.1016/0005-1098(83)90103-6zbMath0513.93015OpenAlexW2014833472MaRDI QIDQ1050936

Yujiro Inouye

Publication date: 1983

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(83)90103-6

zbMATH Keywords

correlationleast squares approximationpartial realizationautoregressive moving average systemstable estimator

Mathematics Subject Classification ID

Related Items (10)

A generalized approach to q-Markov covariance equivalent realizations for discrete systems ⋮ On tangential \(H_ 2\) interpolation with second order norm constraints ⋮ q-Markov covariance equivalent realizations ⋮ On MIMO model reduction by the weighted equation-error approach ⋮ Minimal realizations interpolating first- and second-order information ⋮ Positive extension and completion problems for a class of structured matrices ⋮ Covariance control theory ⋮ A new formulation of \(Q\)-Markov covariance equivalent realization ⋮ Stability of least-squares models fitted to multivariable input-output data ⋮ Model sets and parametrizations for identification of multivariable equation error models

Cites Work

• New inversion formulas for matrices classified in terms of their distance from Toeplitz matrices
• Stable reduced-order models using Padé-type approximations
• Routh approximations for reducing order of linear, time-invariant systems
• Efficient solution of covariance equations for linear prediction
• On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• Recursive Identification of Linear Systems
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