Identifiability and persistent excitation in full matrix fraction parameter estimation

被引：8

作者：

Arambel, PO ^{[1
]}

Tadmor, G ^{[1
]}

机构：

[1] NORTHEASTERN UNIV,DEPT ELECT & COMP ENGN,BOSTON,MA 02115

来源：

AUTOMATICA | 1997年 / 33卷 / 04期

基金：

美国国家科学基金会;

关键词：

identifiability; parameter estimation; multivariable systems; persistent excitation; full matrix fraction description;

D O I：

10.1016/S0005-1098(96)00201-4

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper analyzes the identifiability of the full matrix fraction description of multivariable systems and provides a lower bound on the persistence of excitation of the input-output pair in terms of the persistence of excitation of the input. (C) 1997 Elsevier Science Ltd.

引用

页码：689 / 692

页数：4

共 13 条

[1] EXPONENTIAL CONVERGENCE OF ADAPTIVE IDENTIFICATION AND CONTROL ALGORITHMS [J].

ANDERSON, BDO ;

JOHNSON, CR .

AUTOMATICA, 1982, 18 (01) :1-13

[2] PERSISTENCE OF EXCITATION CONDITIONS AND THE CONVERGENCE OF ADAPTIVE SCHEMES [J].

BITMEAD, RR .

IEEE TRANSACTIONS ON INFORMATION THEORY, 1984, 30 (02) :183-191

[3] ARMA CANONICAL-FORMS OBTAINED FROM CONSTRUCTIBILITY INVARIANTS [J].

BOKOR, J ;

KEVICZKY, L .

INTERNATIONAL JOURNAL OF CONTROL, 1987, 45 (03) :861-873

[4] UNIQUELY IDENTIFIABLE STATE-SPACE AND ARMA PARAMETRIZATIONS FOR MULTIVARIABLE LINEAR-SYSTEMS [J].

GEVERS, M ;

WERTZ, V .

AUTOMATICA, 1984, 20 (03) :333-347

[5]

Goodwin G C., 1984, ADAPTIVE FILTERING P

[6] INVARIANTS AND CANONICAL-FORMS FOR SYSTEMS STRUCTURAL AND PARAMETRIC IDENTIFICATION [J].

GUIDORZI, RP .

AUTOMATICA, 1981, 17 (01) :117-133

[7] IDENTIFICATION OF VECTOR MIXED AUTOREGRESSIVE-MOVING AVERAGE SYSTEMS [J].

HANNAN, EJ .

BIOMETRIKA, 1969, 56 (01) :223-&

[8] PARAMETER ESTIMATION IN MULTIVARIATE STOCHASTIC DIFFERENCE EQUATIONS [J].

KASHYAP, RL ;

NASBURG, RE .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) :784-797

[9]

Ljung L., 1987, System Identification: Theory for the User

[10]

S??derstr??m T., 1989, SYSTEM IDENTIFICATIO

← 1 2 →