A method for the identification of state space models from input and output measurements
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....
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| Format: | Article |
| Language: | English |
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Norwegian Society of Automatic Control
1995-07-01
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| Series: | Modeling, Identification and Control |
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| Online Access: | http://www.mic-journal.no/PDF/1995/MIC-1995-3-2.pdf |