Identifiability of linear stochastic systems operating under linear feedback

DOI10.1016/0005-1098(82)90108-XzbMath0496.93067MaRDI QIDQ1170156

Brian D. O. Anderson, Michel Gevers

Publication date: 1982

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

closed-loop systemsdirect prediction error methodjoint input-output methodmultiple input-multiple output stochastic systems

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Multivariable systems, multidimensional control systems (93C35) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Stochastic systems in control theory (general) (93E03) Model systems in control theory (93C99)

Related Items (13)

Stochastic realization of a Gaussian stochastic control system ⋮ Closed-loop identification of MIMO systems: a new look at identifiability and experiment design ⋮ Identification of errors-in-variables models with Faurre type realization algorithms ⋮ A bias-correction method for indirect identification of closed-loop systems ⋮ Necessary and sufficient conditions for uniqueness of the minimum in Prediction Error Identification ⋮ A general multirate approach for direct closed-loop identification to the Nyquist frequency and beyond ⋮ Simultaneous identification of bi-directional paths in closed-loop systems with coloured noise ⋮ A test for the presence of pure feedback in multivariate dynamic stochastic systems ⋮ Stationary discrete-time covariance factorization using Newton-Raphson iteration ⋮ Delay structure conditions for identifiability of closed loop systems ⋮ Application of a subspace model identification technique to identify LTI systems operating in closed-loop ⋮ Adaptive algorithms with filtered regressor and filtered error ⋮ An indirect method for transfer function estimation from closed loop data

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