State-space model identification with data correlation

DOI10.1080/00207179108953616zbMath0724.93022OpenAlexW1998867501MaRDI QIDQ5202567

Daqing Hou, Chinshung Hsu

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1080/00207179108953616

zbMATH Keywords

Hankel matrixtime-invariantstate-space model identification procedure

Mathematics Subject Classification ID

System identification (93B30) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Model systems in control theory (93C99)

Related Items (3)

Comments on 'State-space model identification with data correlation’ ⋮ An iterative state-space identification method with data correlation for MIMO systems with measurement noise ⋮ Identification of dynamic systems under closed-loop control

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• Realization and reduction of Markovian models from nonstationary data
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• Identification of Minimal Order State Space Models from Stochastic Input-Output Data
• Stochastic theory of minimal realization
• Approximate linear realizations of given dimension via Ho's algorithm

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