Title :
On consistent estimation of the characteristic coefficient and the poles of multivariate linear systems
Author_Institution :
Tel-Aviv University, Tel-Aviv, Isreal
fDate :
5/1/1984 12:00:00 AM
Abstract :
The estimation of the characteristic coefficients and the poles of linear systems is considered. It is shown that estimates obtained from the sample correlation function of possibly nonstationary multivariable observations are consistent.
Keywords :
Multivariable systems; Parameter estimation, linear systems; Poles and zeros, linear systems; Automatic control; Control systems; Equations; Linear systems; Parameter estimation; Poles and zeros; Polynomials; Statistics; Stochastic processes; Vectors;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1984.1103545
