From time series to linear system-Part II. Exact modelling

Automatica

Volumn 22, Issue 6, 1986, Pages 675-694

  Willems, Jan C ^a  

^a UNIVERSITY OF GRONINGEN   (Netherlands)

Author keywords

(most powerful unfalsified model); data reduction and analysis; identification; Linear systems; minimal realization; modelling; time series analysis

Indexed keywords

DATA PROCESSING - DATA REDUCTION AND ANALYSIS; MATHEMATICAL TECHNIQUES - STATE SPACE METHODS;

AUTO REGRESSIVE MODEL; IMPULSE RESPONSE MEASUREMENTS; TIME SERIES ANALYSIS;

CONTROL SYSTEMS, LINEAR;

EID: 0022810367     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/0005-1098(86)90005-1     Document Type: Article

References (6)

1. Techniques for identification of linear time-invariant multivariable systems
2. System identification from noisy data
3. Identifiability and modelling in econometrics
4. Realization of linear dynamical systems