Some asymptotic properties of multivariable models identified by equation error techniques

DOI10.1109/TAC.1987.1104437zbMath0611.93061OpenAlexW2110119895MaRDI QIDQ3752274

Peter H. Janssen, Van den Hof, Paul M. J.

Publication date: 1987

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1987.1104437

zbMATH Keywords

Markov parameterstime-invariantapproximate modelequation error identificationlinear time-invariant discrete-time multi- variable models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Multivariable systems, multidimensional control systems (93C35) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

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