DocumentCode
2031389
Title
Balanced canonical forms for system identification
Author
Bauer, D. ; Deistler, M.
Author_Institution
Inst. fur Econometrics, Operations Res. & Syst. Theory, Tech. Univ. Wien, Austria
Volume
1
fYear
1997
fDate
10-12 Dec 1997
Firstpage
600
Abstract
An algorithm for the identification of linear systems based on balanced parametrizations and optimization of a (e.g. likelihood type) criterion function is proposed and analyzed. The topological properties of the parametrization, which are relevant for the consistency of the parameters, are analyzed. The algorithm contains both model selection steps and estimation of real valued parameters. One of the appealing features of the algorithm is that for given order at most 3 optimization steps have to be performed
Keywords
controllability; linear systems; parameter estimation; state-space methods; topology; balanced canonical forms; balanced parametrizations; criterion function; linear systems; model selection; system identification; Algorithm design and analysis; Covariance matrix; Ear; Econometrics; Linear systems; MIMO; Operations research; State-space methods; System identification; Transfer functions;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location
San Diego, CA
ISSN
0191-2216
Print_ISBN
0-7803-4187-2
Type
conf
DOI
10.1109/CDC.1997.650696
Filename
650696
Link To Document