Abstract
The approach to modeling inspired by the behavioral framework consists in treating all measurements on an equal footing, not distinguishing between inputs and outputs. Consequently, the initial search is for autonomous models. In the linear, time invariant case, the main result guarantees the existence of a minimal complexity autonomous generating model Θ*. This means that all other models can be explicitely constructed from Θ*. Among them in most cases, the so-called input-output controllable models are of interest. The main purpose of this paper is to show how these models can be constructed in a an easy-to-implement, recursive way.
Partially supported by NSF through Grant ECS-9017618 and by the State of Texas through the Advanced Technology Program Grant 003604–041.
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© 1994 Springer-Verlag New York, Inc.
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Antoulas, A.C. (1994). Recursive Modeling of Discrete-Time Time Series. In: Van Dooren, P., Wyman, B. (eds) Linear Algebra for Control Theory. The IMA Volumes in Mathematics and its Applications, vol 62. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-8419-9_1
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