TY - JOUR
T1 - Identification of Multivariable Errors in Variable Models with Dynamics
AU - Green, Michael
AU - Anderson, Brian D.O.
PY - 1986/5
Y1 - 1986/5
N2 - This note considers the task of identifying a causal, linear, dynamic, multivariable system excited by stationary, zero-mean noise of unknown spectrum, and given measurements of the system inputs and outputs contaminated by independent, additive noise also of unknown spectra. Although the solution is in general not unique, finite-dimensional parameterizations of the solution set are given, even though the various spectra may not be rational.
AB - This note considers the task of identifying a causal, linear, dynamic, multivariable system excited by stationary, zero-mean noise of unknown spectrum, and given measurements of the system inputs and outputs contaminated by independent, additive noise also of unknown spectra. Although the solution is in general not unique, finite-dimensional parameterizations of the solution set are given, even though the various spectra may not be rational.
UR - http://www.scopus.com/inward/record.url?scp=0022722985&partnerID=8YFLogxK
U2 - 10.1109/TAC.1986.1104292
DO - 10.1109/TAC.1986.1104292
M3 - Article
AN - SCOPUS:0022722985
SN - 0018-9286
VL - 31
SP - 467
EP - 471
JO - IEEE Transactions on Automatic Control
JF - IEEE Transactions on Automatic Control
IS - 5
ER -