Cart (Loading....) | Create Account
Close category search window
 

A new recursive method for identification of multivariate linear systems from impulse response and output covariance information

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)
Monden, Y. ; Osaka University, Toyonaka, Osaka, Japan ; Yamada, M. ; Arimoto, S.

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 that of Mullis and Roberts, consists of two types of recurrences, one of which is related to updating AR orders and the other to updating MA orders. It offers more computational convenience especially in case of choosing the correct orders of ARX models. It is further shown that "Burg identities" are also proved crucial in deducing some important relations between the resulting polynomial matrices as in the case of the multivariate autoregression. These realtions together with the generalized Rouche 's theorem are applied to testing stability of the fitted ARX models at each step of the recursion.

Published in:

Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '81.  (Volume:6 )

Date of Conference:

Apr 1981

Need Help?


IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.