RECURSIVE ESTIMATION OF THE PARAMETERS OF LINEAR-MULTIVARIABLE SYSTEMS

被引：30

作者：

SINHA, NK ^{[1
]}

KWONG, YH ^{[1
]}

机构：

[1] ALGOMA STEEL CO,SAULT ST MARIE,ONTARIO,CANADA

来源：

AUTOMATICA | 1979年 / 15卷 / 04期

关键词：

Discrete-time systems; identification; least squares approximations; linear systems; parameter estimation; sampled data systems; state-space methods;

D O I：

10.1016/0005-1098(79)90022-0

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

A recursive algorithm is proposed for the identification of linear multivariable systems. Utilization of a canonical state space model minimizes the number of parameters to be estimated. The problem of identification in the presence of noise is solved by using a recursive generalized least-squares method. © 1979.

引用

页码：471 / 475

页数：5

共 21 条

[1] CANONICAL MINIMAL REALIZATION OF A MATRIX OF IMPULSE RESPONSE SEQUENCES [J].