DocumentCode
844972
Title
On consistent estimation of the characteristic coefficient and the poles of multivariate linear systems
Author
Baram, Yoram
Author_Institution
Tel-Aviv University, Tel-Aviv, Isreal
Volume
29
Issue
5
fYear
1984
fDate
5/1/1984 12:00:00 AM
Firstpage
479
Lastpage
480
Abstract
The estimation of the characteristic coefficients and the poles of linear systems is considered. It is shown that estimates obtained from the sample correlation function of possibly nonstationary multivariable observations are consistent.
Keywords
Multivariable systems; Parameter estimation, linear systems; Poles and zeros, linear systems; Automatic control; Control systems; Equations; Linear systems; Parameter estimation; Poles and zeros; Polynomials; Statistics; Stochastic processes; Vectors;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1984.1103545
Filename
1103545
Link To Document