Determination of the structure of multivariable stochastic linear systems
L.-C. Suen, R. Liu · IEEE Transactions on Automatic Control · 1978
The problem of determination of the structure of a multivariable linear system from given input/output data is considered, for both deterministic and stochastic cases. A new canonical input/output form is proposed for this study. A systematic procedure, normalized residual technique, for the estimation of the canonical form is presented. A comparison of our result with others is discussed.