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On consistent estimation of the characteristic coefficient and the poles of multivariate linear systems

โœ Scribed by Y. Baram

Book ID
126619688
Publisher
IEEE
Year
1984
Tongue
English
Weight
148 KB
Volume
29
Category
Article
ISSN
0018-9286

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A recurslve algorithm is proposed for the identification of linear multwarmble systems Utdlzatlon of a canomcal state space model minimizes the number of parameters to be estimated The problem of tdentlficatlon in the presence of noise Is solved by using a recurslve generahzed least-squares method