Title :
Order-determination theorems and system identification
Author_Institution :
Dept. of Math., Shan Xi Univ., Tai Yuan, China
fDate :
10/1/1989 12:00:00 AM
Abstract :
Theorems for order-determination without a priori knowledge of upper bounds on the order in MIMO dynamic systems are developed. Also, deterministic procedures are introduced to determine orders and estimate parameters simultaneously by recursively computing the order-determining quantity Sn(a,b,k), which plays a crucial role in order-determination procedures, and the least-squares estimate θn(a,b) of θ(p,q), with p and q denoting the true orders
Keywords :
least squares approximations; multivariable control systems; parameter estimation; MIMO systems; dynamic systems; identification; least squares approximations; least-squares estimate; multivariable control systems; order-determination procedures; parameter estimation; Automatic control; Control systems; Covariance matrix; Entropy; Equations; Filtering; Nonlinear filters; Steady-state; Stochastic systems; System identification;
Journal_Title :
Automatic Control, IEEE Transactions on
