Recursive estimation of the parameters of linear multivariable systems

DOI10.1016/0005-1098(79)90022-0MaRDI QIDQ754149zbMATHOpenAlexFDO

Authors D. Kharzeev

Publication date 1979

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(79)90022-0

zbMATH Keywords

discrete-time systemslinear systemsmultivariable systemsidentification problemsampled data systemsstate space methodsgeneralized least-squares method

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cites work

• scientific article; zbMATH DE number 4168288 (Why is no real title available?)
• scientific article; zbMATH DE number 3451714 (Why is no real title available?)
• scientific article; zbMATH DE number 3233996 (Why is no real title available?)
• scientific article; zbMATH DE number 3345358 (Why is no real title available?)
• scientific article; zbMATH DE number 3406941 (Why is no real title available?)
• scientific article; zbMATH DE number 3420544 (Why is no real title available?)
• A generalized pseudoinverse algorithm for unbiased parameter estimation
• Canonical minimal realization of a matrix of impulse response sequences
• Canonical structures in the identification of multivariable systems
• Derivation of weighting matrices towards satisfying eigenvalue requirements
• Identification of multivariable systems A critical review†
• On the Identification of Linear Time-Invariant Systems from Input-Output Data
• On-line estimation of the parameters of a multivariable system using matrix pseudo-inverse
• Structure determination and parameter identification for multivariable stochastic linear systems

Cited in

(8)

• A new adaptive identification framework for nonlinear multi-input multi-output systems under colored noise
• On the value of information in system identification-bounded noise case
• On the identification of continuous-time multivariable systems from samples of input-output data
• Hierarchical gradient-based identification of multivariable discrete-time systems
• Multivariable system structure and parameter identification using the correlation method
• Identification of continuous-time systems from samples of input-output data: An introduction
• Identification of continuous-time multivariable systems from sampled data†
• Choice of models for on-line identification of MIMO stochastic systems

This page was built for publication: Recursive estimation of the parameters of linear multivariable systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q754149)