Title :
MIMO System Identification using Augmented UD Factorization
Author :
Niu, Shaohua ; Fisher, D.Grant
Author_Institution :
Department of Chemical Engineering, University of Alberta, Edmonton, Alberta, CANADA T6G 2G6
Abstract :
An algorithm for estimating the model parameters and structure in a multivariable, input/output system is developed in this paper. It is based on the canonical, state-space representation by Guidorzi and an extension of Bierman´s UD factorization algorithm. The algorithm is easy to interpret, straightforward to implement and also possesses excellent numerical properties.
Keywords :
Chemical engineering; Difference equations; Kalman filters; MIMO; Mathematical model; Parameter estimation; Polynomials; State-space methods; System identification; Vectors; Augmented Information Matrix; Parameter Estimation; Structure Identification; UD factorization;
Conference_Titel :
American Control Conference, 1991
Conference_Location :
Boston, MA, USA
Print_ISBN :
0-87942-565-2