Use of bicausal weighting sequences in least squares identification of open-loop unstable dynamic systems. (English) Zbl 0760.93017
Bicausal weighting sequences are used as a tool for the identification of linear, discrete time systems which are unstable in open loop. The method allows systematic determination of model order and of the transfer function parameters. Numerical examples are presented.
Reviewer: E.Bose (Durban)
MSC:
93B30 | System identification |