Title :
Balanced canonical forms for system identification
Author :
Bauer, Dietmar ; Deistler, Manfred
Author_Institution :
Inst. fur Econ. Oper. Res. & Syst. Theor., Tech. Univ. Wien, Austria
fDate :
6/1/1999 12:00:00 AM
Abstract :
Parameterizations of linear state-space systems by balanced canonical forms are considered. The structure, in particular the topological properties, of these parameterizations are investigated. Based on these results an algorithm for identification obtained by optimizing a likelihood-type criterion function is proposed and analyzed. In the algorithm both the estimation of real-valued parameters and of integer parameters (defining dynamic specification) is incorporated. The analysis of the algorithm emphasizes consistency results
Keywords :
MIMO systems; controllability; linear systems; matrix algebra; observability; parameter estimation; stability; state-space methods; topology; balanced canonical forms; consistency; dynamic specification; likelihood-type criterion function; linear state-space systems; system identification; topological properties; Algorithm design and analysis; Covariance matrix; Linear systems; MIMO; Parameter estimation; Stability; State-space methods; Steady-state; System identification; Transfer functions;
Journal_Title :
Automatic Control, IEEE Transactions on
