Title :
Determination of the structure of multivariable stochastic linear systems
Author :
Suen, L.C. ; Liu, Richard
Author_Institution :
Bell Laboratories, Naperville, Illinois
Abstract :
The problem of determination of the structure of a multivariable linear system from a given input-output data is considered, for both deterministic and stochastic cases. A new canonical input-output form is proposed for this study. A systematic procedure, normalized residual technique, for the estimation of the structure of the canonical form is presented. A comparison of our result with others is discussed.
Keywords :
Control systems; Control theory; Equations; Linear systems; MIMO; Parameter estimation; Stochastic processes; Stochastic systems; System identification;
Conference_Titel :
Decision and Control including the 16th Symposium on Adaptive Processes and A Special Symposium on Fuzzy Set Theory and Applications, 1977 IEEE Conference on
Conference_Location :
New Orleans, LA, USA
DOI :
10.1109/CDC.1977.271609
