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Convergence properties of the generalised least squares identification method. (English) Zbl 0293.93025


MSC:

93E10 Estimation and detection in stochastic control theory
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[1] Åström, K. J., Lectures on the Identification Problem—The Least Squares Method, (Report 6806 (1968), Division of Automatic Control, Lund Institute of Technology) · Zbl 0850.93015
[2] (Hammond, P. H., Theory of Self-Adaptive Control Systems (1966), Plenum Press: Plenum Press New York) · Zbl 0156.40801
[3] Åström, K. J.; Eykhoff, P., System identification—a survey, Automatica, 7, 123-162 (1971) · Zbl 0219.93004
[4] Åström, K. J.; Söderström, T., Uniqueness of the maximum likelihood estimates of the parameters of an ARMA model, IEEE Trans. Aut. Control, AC-19 (1974) · Zbl 0297.62070
[5] Bohlin, T., On the maximum likelihood method of identification, IBM J. Res. and Dev, 14, 41-51 (1970) · Zbl 0188.50305
[6] Bohlin, T., On the problem of ambiguities in maximum likelihood identification, Automatica, 7, 199-210 (1971) · Zbl 0216.27904
[7] Caines, P. E., The Parameter Estimation of State Variable Models of Multivariable Linear Systems, (Control Systems Centre Report No. 146 (1971), The University of Manchester, Institute of Science and Technology) · Zbl 0597.93054
[8] Carlsson, S., Maximum Likelihood Identification of Reactor Dynamics from Multivariable Experiments, (Master Thesis (1972), Division of Automatic Control, Lund Institute of Technology), (In Swedish)
[9] Clarke, D. W., Generalized least squares estimation of the parameters of a dynamic model, (1st IFAC Symposium on Identification in Automatic Control Systems. 1st IFAC Symposium on Identification in Automatic Control Systems, Prague (1967))
[10] Gustavsson, I., Identification of dynamics of a distillation column, (Report 6916 (1969), Division of Automatic Control, Lund Institute of Technology) · Zbl 0231.93031
[11] Ljung, L., Characterization of the concept of ‘persistently exciting’ in the frequency domain, (Report 7119 (1971), Division of Automatic Control, Lund Institute of Technology)
[12] Olsson, G., Modelling and identification of nuclear power reactor dynamics from multivariable experiments, (Proc. 3rd IFAC Symp. Identification and System Parameter Estimation. Proc. 3rd IFAC Symp. Identification and System Parameter Estimation, the Hague (1973))
[13] Söderström, T., On the convergence properties of the generalized least squares identification method, (Report 7228 (1972), Division of Automatic Control, Lund Institute of Technology) · Zbl 0308.93033
[14] Söderström, T., On the Uniqueness of Maximum Likelihood Identification (March 1975), To be published in Automatica
[15] Söderström, T., Test of common factors of identified models, (Application to the generalized least squares method. Application to the generalized least squares method, Report 7328 (1973), Division of Automatic Control, Lund Institute of Technology)
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