Title :
On the stability of dynamic models obtained by least-squares identification
Author :
Söderström, Torsten ; Stoica, Petre
Author_Institution :
Institute of Technology, Uppsala University, Uppsala, Sweden
fDate :
4/1/1981 12:00:00 AM
Abstract :
The stability properties of the least-squares (LS) models fitted to stochastic dynamic systems described by difference equations are investigated. It is shown through a counterexample that the LS method can, for such systems, give unstable models. Sufficient conditions for the stability of the LS models in question are also included.
Keywords :
Least-squares methods; Linear systems, stochastic; Stability, linear systems; Stochastic systems, linear; System identification, linear systems; Approximation algorithms; Asymptotic stability; Control system analysis; Difference equations; Linear approximation; Network address translation; Pattern recognition; Probability distribution; Stochastic systems; Sufficient conditions;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1981.1102663
