%0 Journal Article
%T Identification of Structure and Parameter Invariants for Multivariable Stochastic Linear Systems<br>随机多变量系统的结构与参数不变量辨识
%A Hu Dewen
%A Wen Xisheng
%A Wang Zhengzhi
%A <br>胡德文
%A 温熙森
%A 王正志
%J 自动化学报
%D 1997
%I 
%X Firstly, this paper introduces the optimal input vector for identifying Markov parameter matrices of multivariable linear systems with correlation analysis method. Based on all of the estimated Markov parameters, then, a recursive algorithm is derived for identifying the Kronecker invariants and parameter invariants of multivariable linear systems in the presence of colored noises.
%K Multivariable systems
%K structure invariants
%K system identification
%K parameter estimation<br>多变量系统
%K 结构不变量
%K 系统辨识
%K 参数估计
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=E76622685B64B2AA896A7F777B64EB3A&aid=01BD362B2CF76B43AC942BF62D7468E5&yid=5370399DC954B911&vid=EA389574707BDED3&iid=38B194292C032A66&sid=389106FB36CA8332&eid=B9B90065CF5CD7F0&journal_id=0254-4156&journal_name=自动化学报&referenced_num=1&reference_num=2