Uniquely identifiable state-space and ARMA parametrizations for multivariable linear systems

DOI10.1016/0005-1098(84)90048-7zbMath0537.93067MaRDI QIDQ792942

Vincent Wertz, Michel Gevers

Publication date: 1984

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(84)90048-7

zbMATH Keywords

identifiability; structural invariants; autoregressive moving average model; parametrizations; canonical form approach; multivariate stationary finite dimensional stochastic processes; overlapping form approach

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

93C35: Multivariable systems, multidimensional control systems

93C05: Linear systems in control theory

93B10: Canonical structure

93E12: Identification in stochastic control theory

70G10: Generalized coordinates; event, impulse-energy, configuration, state, or phase space for problems in mechanics

Related Items

Exact modelling and identifiability of linear systems, System identifiability from finite time series, On the use of minimal parametrisations in multivariable ARMAX identification, Model sets and parametrizations for identification of multivariable equation error models, Identifiability and persistent excitation in full matrix fraction parameter estimation, Identification of dynamic errors-in-variables models: Approaches based on two-dimensional ARMA modeling of the data, Identification of a class of multivariable systems from impulse response data: Theory and computational algorithm, Closed-loop identification of MIMO systems: a new look at identifiability and experiment design, Structural identification of linear multivariable systems using overlapping forms: a new parametrization, Closed-loop identification of multivariable processes with part of the inputs controlled, ARMA canonical forms obtained from constructibility invariants

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