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

DOI10.1080/00207178408933322zbMath0555.93012OpenAlexW2006191015MaRDI 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 modelselection ruleoverlapping parametrizationpseudo- canonical forms

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) System identification (93B30) Multivariable systems, multidimensional control systems (93C35) Linear systems in control theory (93C05) Canonical structure (93B10) Minimal systems representations (93B20) Identification in stochastic control theory (93E12) Realizations from input-output data (93B15)

Related Items (1)

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

Cites Work

• Uniquely identifiable state-space and ARMA parametrizations for multivariable linear systems
• Invariants and canonical forms for systems structural and parametric identification
• Some properties of the parameterization of ARMA systems with unknown order
• On line structure selection for multivariable state-space models
• Basis of invariants and canonical forms for linear dynamic systems
• Canonical forms for the identification of multivariable linear systems
• Parametrizations of linear dynamical systems: Canonical forms and identifiability
• The determination of optimum structures for the state space representation of multivariate stochastic processes

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