Order-determination theorems and system identification

Theorems for order-determination without a priori knowledge of upper bounds on the order in MIMO dynamic systems are developed. Also, deterministic procedures are introduced to determine orders and estimate parameters simultaneously by recursively computing the order-determining quantity S/sub n/(a,...

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Bibliographic Details
Published inIEEE transactions on automatic control Vol. 34; no. 10; pp. 1078 - 1082
Main Author Zhang, Hu-Ming
Format Journal Article
LanguageEnglish
Published New York, NY IEEE 01.10.1989
Institute of Electrical and Electronics Engineers
Subjects
Applied sciences
Automatic control
Computer science; control theory; systems
Control systems
Control theory. Systems
Covariance matrix
Entropy
Equations
Exact sciences and technology
Filtering
Modelling and identification
Nonlinear filters
Steady-state
Stochastic systems
System identification
Order
MIMO system
Parameter estimation
Dynamic system
System identification
Theorem proving
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Summary:Theorems for order-determination without a priori knowledge of upper bounds on the order in MIMO dynamic systems are developed. Also, deterministic procedures are introduced to determine orders and estimate parameters simultaneously by recursively computing the order-determining quantity S/sub n/(a,b,k), which plays a crucial role in order-determination procedures, and the least-squares estimate theta /sub n/(a,b) of theta (p,q), with p and q denoting the true orders.< >
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 23
ISSN:0018-9286
1558-2523
DOI:10.1109/9.35280