On line structure selection for multivariable state-space models

DOI10.1016/0005-1098(82)90003-6zbMath0497.93052OpenAlexW1986877789MaRDI QIDQ1171040

A. J. M. Van Overbeek, Lennart Ljung

Publication date: 1982

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(82)90003-6

zbMATH Keywords

prediction error methodmodel structure selectionparametrization of multivariable state-space models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Control/observation systems in abstract spaces (93C25) Generalized coordinates; event, impulse-energy, configuration, state, or phase space for problems in mechanics (70G10)

Related Items (16)

Data driven local coordinates for multivariable linear systems and their application to system identification ⋮ Parameter and structure identification of linear multivariable systems ⋮ Subspace-based methods for the identification of linear time-invariant systems ⋮ Model-structure selection by cross-validation ⋮ Structural identification of linear multivariable systems using overlapping forms: a new parametrization ⋮ Practical aspects of process identification ⋮ On line structure selection for multivariable state-space models ⋮ Model structure selection for multivariable systems by cross-validation methods ⋮ On diffeomorphisms between classes of linear systems ⋮ ASYMPTOTIC DISTRIBUTIONS OF LIKELIHOOD RATIOS FOR OVERPARAMETRIZED ARMA PROCESSES ⋮ Frequency domain subspace-based identification of discrete-time power spectra from nonuniformly spaced measurements ⋮ Frequency-domain identification of aircraft structural modes from short-duration flight tests ⋮ Uniquely identifiable state-space and ARMA parametrizations for multivariable linear systems ⋮ Estimation of structure by minimum description length ⋮ Pseudo-canonical forms, identifiable parametrizations and simple parameter estimation for linear multivariable systems: Input-output models ⋮ New developments for matrix fraction descriptions: a fully-parametrised approach

Cites Work

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• On line structure selection for multivariable state-space models
• Basis of invariants and canonical forms for linear dynamic systems
• Canonical structures in the identification of multivariable systems
• Factorization methods for discrete sequential estimation
• On the recursive identification of multi-input, multi-output systems
• Stochastic theory of minimal realization
• Structure determination and parameter identification for multivariable stochastic linear systems
• Convergence analysis of parametric identification methods
• Quasi-Newton Methods for Unconstrained Optimization

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