Correlation methods of continuous-time state-space model identification

作者: Rolf Johansson , Michel Verhaegen , Bert R. J. Haverkamp , Chun Tung Chou

DOI: 10.23919/ECC.1999.7099838

关键词: Linear systemIdentification (information)ObservabilityStochastic processData modelingMathematicsMathematical optimizationFrequency domainAlgorithmSystem identificationState-space representation

摘要: This paper presents theory, algorithms and validation results for system identification of continuous-time state-space models from finite input-output sequences. The developed are methods subspace model identification.

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