DocumentCode
809983
Title
A canonical model for identification of multivariable linear systems
Author
Mayne, D.Q.
Author_Institution
Harvard University, Cambridge, MA, USA and Imperial College od Science and Technology, London, England
Volume
17
Issue
5
fYear
1972
fDate
10/1/1972 12:00:00 AM
Firstpage
728
Lastpage
729
Abstract
The existence and uniqueness of a model, specified by its "output structure," for a multivariable linear system with a rational transfer function and noise having a rational spectral density matrix, is established and its use for identification discussed.
Keywords
Linear systems, stochastic discrete-time; System identification; Colored noise; Control systems; Filtering theory; Kalman filters; Linear systems; Power engineering and energy; Random variables; Signal to noise ratio; Stochastic resonance; Transfer functions;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1972.1100108
Filename
1100108
Link To Document