DocumentCode
486436
Title
Generalized Arma Model for MIMO System Identification
Author
Bingulac, S.P. ; Krtolica, R.
Author_Institution
Electrical Engineering Department, Virginia Polytechnic Institute & State University, Blacksburg, VA 24061; University of Belgrade, Department of Organizational Sciences, Yugoslavia
fYear
1985
fDate
19-21 June 1985
Firstpage
1336
Lastpage
1341
Abstract
It is shown that in deterministic least square identification conventional ARMA models, when characterized by a redundant number of parameters, lead to ill-conditioned or even singular matrices. A generalized ARMA model eliminating redundant parameter characterization and the subsequent ill-conditioning, is derived.
Keywords
Art; Inspection; Least squares methods; MIMO; Mathematical model; Observability; Parameter estimation; System identification; ARMA models; Identification; least-square methods; multivariable systems; parametrization;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1985
Conference_Location
Boston, MA, USA
Type
conf
Filename
4788825
Link To Document