線形多変数系の同定とε-最小実現

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  • Identification and ε-Minimal Realization of Linear Multivariable Systems
  • センケイ タヘンスウケイ ノ ドウテイ ト イプシロン サイショウ ジツゲン
  • Identification and ^|^epsilon;-Minimal Realization of Linear Multivariable Systems

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This paper presents a procedure to identify linear multivariable systems in the state space representations from the input-output data contaminated by noise. The input-output relation is identified by using the generalized least squares identification which is a modified Clarke's algorithm, and the (I/O) relation is minimally realized in the practical sence. This minimal realization, named the ε-minimal realization, is found effective for the structural determination in the identification, where the dimension of an ε-minimal realization is depending on the choice of ε. A method to determine ε by the statistical test is also given. The proposed method is effective as also shown by some numerical examples.

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