Recursive estimation of the parameters of linear multivariable systems
From MaRDI portal
Publication:754149
DOI10.1016/0005-1098(79)90022-0zbMath0415.93034OpenAlexW2203656360MaRDI QIDQ754149
Publication date: 1979
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(79)90022-0
linear systemsdiscrete-time systemsmultivariable systemsidentification problemsampled data systemsstate space methodsgeneralized least-squares method
Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)
Related Items
On the value of information in system identification-bounded noise case, A new adaptive identification framework for nonlinear multi-input multi-output systems under colored noise, Multivariable system structure and parameter identification using the correlation method, Choice of models for on-line identification of MIMO stochastic systems, Hierarchical gradient-based identification of multivariable discrete-time systems, Identification of continuous-time systems from samples of input-output data: An introduction, Identification of continuous-time multivariable systems from sampled data†, On the identification of continuous-time multivariable systems from samples of input-output data
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Canonical structures in the identification of multivariable systems
- Structure determination and parameter identification for multivariable stochastic linear systems
- A generalized pseudoinverse algorithm for unbiased parameter estimation
- On-line estimation of the parameters of a multivariable system using matrix pseudo-inverse
- Identification of multivariable systems A critical review†
- On the Identification of Linear Time-Invariant Systems from Input-Output Data
- Canonical minimal realization of a matrix of impulse response sequences
- Derivation of weighting matrices towards satisfying eigenvalue requirements