Identification of discrete-time state affine state space models using cumulants

Automatica

Volumn 38, Issue 10, 2002, Pages 1663-1681

  Gatt, George ^a   Kalouptsidis, Nicholas ^a  

^a UNIVERSITY OF ATHENS   (Greece)

Author keywords

Cumulants; Persistent excitation; State affine models; System identification; Volterra series

Indexed keywords

ALGORITHMS; COMPUTATION THEORY; COMPUTER SIMULATION; IDENTIFICATION (CONTROL SYSTEMS); INVARIANCE; LINEAR CONTROL SYSTEMS; MATRIX ALGEBRA; STATE SPACE METHODS; TIME DOMAIN ANALYSIS;

CROSSCUMULANT EQUATIONS;

DISCRETE TIME CONTROL SYSTEMS;

EID: 0036779189     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0005-1098(02)00075-4     Document Type: Article

References (48)

1. Stochastic theory of minimal realization
2. Sur l'inversibilité de la matrice de corrélation d'un vecteur aléatoire à composantes polynomiales
3. The identification of polynomial systems by means of higher order spectra
4. Subspace identification of combined deterministic-stochastic bilinear systems
5. An improved subspace identification method for bilinear systems
6. Realization of bilinear stochastic systems
7. Subspace identification of bilinear systems subject to white inputs
8. On the approximation of nonlinear systems by some simple state space models
9. Sur les foncionelles continues
10. BIBO stability and stationarity of discrete-time state affine systems
11. Efficient algorithms for Volterra system identification
12. Efficient construction of linear state space models from input/output functions
13. Realization theory of bilinear systems
14. Direct construction of minimal bilinear realizations from nonlinear input-output maps
15. Nonlinear systems analysis with non-Gaussian white stimuli; General basis functionals and kernels
16. Nonlinear system identification using Gaussian inputs
17. Third order Volterra system identification
18. Second order Volterra system identification
19. System identification, reduced order filtering and modeling via canonical variate analysis
20. Nonlinearity compensation in digital radio systems
21. On a method of calculation of semi-invariants
22. Toward a theory of nonlinear stochastic realization
23. Tutorial on higher-order statistics (spectra) in signal processing and system theory: Theoretical results and some applications
24. Application of higher order spectral analysis to cubically nonlinear system identification
25. Random and pseudorandom inputs for Volterra filter identification
26. Invertibility of higher order moment matrices
27. Realization of linear dynamical systems
28. Realization theory of discrete-time nonlinear systems: Part I - The bounded case
29. Polynomial response maps
30. Time and lag recursive computation of cumulants from a state space model
31. N4SID: Subspace algorithms for the identification of combined deterministic and stochastic systems
32. Subspace-based identification of MIMO bilinear systems