• 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