DocumentCode
841311
Title
Identifiability of nonminimum phase linear stochastic systems
Author
Kormylo, John J. ; Mendel, Jerry M.
Author_Institution
Exxon Product Research, Houston, TX, USA
Volume
28
Issue
12
fYear
1983
fDate
12/1/1983 12:00:00 AM
Firstpage
1081
Lastpage
1090
Abstract
This paper considers the identifiability of time-invariant non-minimum phase systems for the ease of unobserved white Gaussian driving noise and no control input. It is shown that a sufficient condition for identifiability is that the driving noise should have a known time-varying perpetually exciting variance. Simulation results are given which support the theory.
Keywords
Linear systems, stochastic; Stochastic systems, linear; System identification, linear systems; Automatic control; Control engineering; Control systems; Education; Feedback; Gaussian noise; Instruments; Petroleum; Process control; Stochastic systems;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1983.1103191
Filename
1103191
Link To Document