Title :
Determination of the structure of multivariable stochastic linear systems
Author :
Suen, L.C. ; Liu, R.
Author_Institution :
Bell Laboratories, Naperville, IL, USA
fDate :
6/1/1978 12:00:00 AM
Abstract :
The problem of determination of the structure of a multivariable linear system from given input/output data is considered, for both deterministic and stochastic cases. A new canonical input/output form is proposed for this study. A systematic procedure, normalized residual technique, for the estimation of the canonical form is presented. A comparison of our result with others is discussed.
Keywords :
Linear systems, stochastic discrete-time; Linear systems, time-invariant discrete-time; System identification; Aerospace engineering; Circuit stability; Feedback; Geometry; Limit-cycles; Linear systems; Nonlinear systems; Polynomials; Stochastic systems; System identification;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1978.1101747
