Title :
Identification of multivariable linear systems from input/output measurements
Author :
McElveen, J. Keith ; Lee, Koucherng Roger ; Bennett, John E.
fDate :
6/1/1992 12:00:00 AM
Abstract :
A stochastic approximation technique for multi-input multi-output (MIMO) system identification is proposed where the technique is based on state space formalization of a system with known indices. The proposed method is applicable to digital computer implementation. Convergence of the technique is shown, and an example showing its effectiveness when compared with another approximation technique is presented
Keywords :
linear systems; multivariable systems; parameter estimation; stochastic processes; MIMO system identification; convergence; digital computer implementation; input/output measurements; multivariable linear systems; state space formalization; stochastic approximation technique; Convergence; Covariance matrix; Equations; Linear systems; MIMO; Random variables; State-space methods; Stochastic resonance; Stochastic systems; System identification;
Journal_Title :
Industrial Electronics, IEEE Transactions on
