Stochastic realization with exogenous inputs and 'subspace-methods' identification

被引：40
|
作者：
Picci, G
Katayama, T
机构：
[1] Dipto. Elettron. Info. LADSEB-CNR, University of Padova
[2] Dept. of Appl. Math. and Physics, Kyoto University
来源：
SIGNAL PROCESSING | 1996年 / 52卷 / 02期
关键词：
stochastic realization; stochastic systems with exogenous inputs; subspace-methods identification; canonical correlation analysis;
D O I：
10.1016/0165-1684(96)00050-3
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
In this paper we study stochastic realization of stationary processes with exogenous inputs in the absence of feedback and we briefly discuss its application to identification. In particular, we derive and characterize the family of minimal state-space models of such processes and introduce a very natural block structure which is generically minimal. This model structure leads very naturally to 'subspace'-based identification algorithms which have a simpler structure of those existing in the literature.
引用
收藏
页码：145 / 160
页数：16
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