Identification of multivariable stochastic linear systems via polyspectral analysis given noisy input-output time-domain data

DOI10.1109/9.704979zbMath0962.93086OpenAlexW2136629591MaRDI QIDQ4506524

Tugnait, Jitendra K.

Publication date: 17 October 2000

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.704979

zbMATH Keywords

strong consistencyfrequency-domain approachespolyspectral analysisintegrated polyspectrumcross-polyspectrum

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

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