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On the identification of multi-output linear time-invariant and periodic dynamic systems

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TLDR
In this article, an efficient computational algorithm for estimating the coefficients of the characteristic polynomial of a linear time-invariant multi-output dynamic system, using only output observations, for qualitative analysis of the transition matrix or for evaluating its eigenvalues is described.
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This article is published in Computers & Electrical Engineering.The article was published on 1973-12-01 and is currently open access. It has received 1 citations till now. The article focuses on the topics: Characteristic polynomial & Identification scheme.

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Journal ArticleDOI

Multivariable System Identification - A Survey

TL;DR: In this article, a broad survey of state-space and ARMA canonical forms for multivariable system identification is presented and explicit expressions for the canonical forms are given, with particular attention to the problem of invariants generation.
References
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Book

Stochastic processes

J. L. Doob, +1 more
Book

The algebraic eigenvalue problem

TL;DR: Theoretical background Perturbation theory Error analysis Solution of linear algebraic equations Hermitian matrices Reduction of a general matrix to condensed form Eigenvalues of matrices of condensed forms The LR and QR algorithms Iterative methods Bibliography.
Book

Theory of Ordinary Differential Equations

TL;DR: The prerequisite for the study of this book is a knowledge of matrices and the essentials of functions of a complex variable as discussed by the authors, which is a useful text in the application of differential equations as well as for the pure mathematician.
Book

Probability theory

Michel Loève
TL;DR: These notes cover the basic definitions of discrete probability theory, and then present some results including Bayes' rule, inclusion-exclusion formula, Chebyshev's inequality, and the weak law of large numbers.
Book

Probability Theory I

Michel Loève