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Black-Box Identification of Multivariable Transfer Functions: Asymptotic Properties and Optimal Input Design
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1983 (English)Report (Other academic)
Abstract [en]

The problem of estimating the transfer function of a multivariable linear stochastic system is considered. The transfer function is parametrized as a black box and no order is chosen a priori. This means that the model order may increase to infinity as the number of observed data tends to infinity. The asymptotic covariance of the transfer function estimate is calculated and is found to be independent of the noise model when the model order increases to infinity. The derived expressions are also used to determine optimal ' unprejudiced ' input signals for the identification experiment.

Place, publisher, year, edition, pages
Linköping: Linköping University , 1983. , 47 p.
Series
LiTH-ISY-I, ISSN 8765-4321 ; 614
Keyword [en]
Black-box identification, Multivariable transfer functions, Asymptotic properties, Optimal input design
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-104398OAI: oai:DiVA.org:liu-104398DiVA: diva2:696896
Available from: 2014-02-16 Created: 2014-02-16 Last updated: 2014-02-17

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Ljung, Lennart

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