A method for the identification of state space models from input and output measurements

Modeling, Identification and Control

关键词: System identification;    combined deterministic and stochastic systems;    minimal realization;    modeling;    state-space methods;   

DOI  :  10.4173/mic.1995.3.2

来源: DOAJ

【 摘 要 】

In this paper we present a simple and general algorithm for the combined deterministic stochastic realization problem directly from known input and output time series. The solution to the pure deterministic as well as the pure stochastic realization problem are special cases of the method presented.

【 授权许可】

Unknown