Identification of Structure and Parameter Invariants for Multivariable Stochastic Linear Systems
随机多变量系统的结构与参数不变量辨识

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.