THE FRISCH SCHEME IN DYNAMIC SYSTEM-IDENTIFICATION

被引:123
作者
BEGHELLI, S
GUIDORZI, RP
SOVERINI, U
机构
[1] Dipartimento di Elettronica, Informatica e Sistemistica, Università di Bologna, 40136 Bologna
关键词
discrete systems; linear systems; multivariable systems; parameter estimation; System identification; time-series analysis;
D O I
10.1016/0005-1098(90)90168-H
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The use of the Frisch scheme in the identification of linear dynamic systems is investigated in order to describe the whole family of models that can explain given input-output noisy sequences. Unlike the algebraic case, it is shown that, in general, only a single model is compatible with the data. These results are first proposed for single-input single-output systems and then generalized to the multivariable case. © 1990.
引用
收藏
页码:171 / 176
页数:6
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