Black-box identification of multivariable transfer functions—asymptotic properties and optimal input design

DOI10.1080/00207178408933270zbMath0545.93075OpenAlexW2017778211MaRDI QIDQ3337354

Zhen-Dong Yuan, Lennart Ljung

Publication date: 1984

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178408933270

zbMATH Keywords

transfer function matrixasymptotic covarianceblack-box

Mathematics Subject Classification ID

Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Stochastic systems in control theory (general) (93E03) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (8)

On the equivalence of least costly and traditional experiment design for control ⋮ Accuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation ⋮ Variance analysis of identified linear MISO models having spatially correlated inputs, with application to parallel Hammerstein models ⋮ Variance analysis of linear SIMO models with spatially correlated noise ⋮ Choice of models for on-line identification of MIMO stochastic systems ⋮ Detection and diagnosis of changes in the eigenstructure of nonstationary multivariable systems ⋮ Unprejudiced optimal open loop input design for identification of transfer functions ⋮ On the estimation of transfer functions

Cites Work

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