IEEE - Institute of Electrical and Electronics Engineers, Inc. - A new recursive method for identification of multivariate linear systems from impulse response and output covariance information

IEEE International Conference on Acoustics, Speech, and Signal Processing

Author(s): Y. Monden ; M. Yamada ; S. Arimoto
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 January 1981
Conference Location: Atlanta, Georgia, USA, USA
Conference Date: 30 March 1981
Volume: 6
Page(s): 890 - 893
DOI: 10.1109/ICASSP.1981.1171239
Regular:

A new recursive method is proposed for fitting multivariate ARX models and testing their stability from impulse response and output covariance information. This recursive algorithm, differing from... View More

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