The innovation algorithms for multivariable state‐space models

Summary This paper derives the input‐output representation of the dynamical system described by a linear multivariable state‐space model and the corresponding multivariate linear regressive model (ie, multivariate equation‐error model). A projection identification algorithm, a multivariate stochasti...

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Bibliographic Details

Published in:	International journal of adaptive control and signal processing Vol. 33; no. 11; pp. 1601 - 1618
Main Authors:	Ding, Feng, Zhang, Xiao, Xu, Ling
Format:	Journal Article
Language:	English
Published:	Bognor Regis Wiley Subscription Services, Inc 01.11.2019
Subjects:	Algorithms Convergence gradient search Identification Innovations Multivariate analysis multivariate system multi‐innovation identification Parameter estimation Regression analysis
ISSN:	0890-6327, 1099-1115
Online Access:	Get full text
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