Title :
A canonical model for identification of multivariable linear systems
Author_Institution :
Harvard University, Cambridge, MA, USA and Imperial College od Science and Technology, London, England
fDate :
10/1/1972 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1972.1100108
