论文信息 - On the use of a linear model for the identification of feedback systems

On the use of a linear model for the identification of feedback systems

A basic linear model of stationary stochastic processes is proposed for the analysis of linear feedback systems. The model suggests a simple computational procedure which gives estimates of the response characteristics of the system and the spectra of the noise source. These estimates are obtained through the estimate of the linear predictor of the process, which is obtained by the ordinary least squares method.

H. Akaike

[1] A. Wald,et al. On the Statistical Treatment of Linear Stochastic Difference Equations , 1943 .

[2] P. Whittle. The Analysis of Multiple Stationary Time Series , 1953 .

[3] N. Wiener,et al. The prediction theory of multivariate stochastic processes , 1957 .

[4] J. Durbin. Estimation of Parameters in Time‐Series Regression Models , 1960 .

[5] Hirotugu Akaike,et al. On the statistical estimation of frequency response function , 1962 .

[6] Hirotugu Akaike,et al. On the statistical estimation of the frequency response function of a system having multiple input , 1965 .

[7] ANALYSIS AND SYNTHESIS OF LINEAR MODELS FOR TIME SERIES. , 1966 .

[8] B. Harris. Spectral Analysis Of Time Series , 1967 .

[9] E. Parzen. On empirical multiple time series analysis , 1967 .