DocumentCode
3021150
Title
Input-output identification of stochastic systems
Author
Padilla, R.A. ; Padilla, C.S.
Author_Institution
Venezuelan Institute of Scientific Research, Caracas, Venezuela
fYear
1977
fDate
7-9 Dec. 1977
Firstpage
1155
Lastpage
1158
Abstract
A method is proposed for the identification from input-output records of the Kalman filter representation of a multiple input - multiple output linear discrete stochastic system. The method is based on a particular canonic form for the state space representation of the system that has the advantage of minimality of the number of parameters to be identified, and is a stochastic version of a recently proposed algorithm for the minimal realization problem for deterministic systems.
Keywords
Equations; Kalman filters; Laboratories; MIMO; Maximum likelihood estimation; Parameter estimation; State-space methods; Stochastic processes; Stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control including the 16th Symposium on Adaptive Processes and A Special Symposium on Fuzzy Set Theory and Applications, 1977 IEEE Conference on
Conference_Location
New Orleans, LA, USA
Type
conf
DOI
10.1109/CDC.1977.271744
Filename
4046014
Link To Document