Comments on “Parameter Estimation in Multivariate Stochastic Difference Equations”

H. Akashi; K. Nose; K. A. Moustafa

doi:10.1109/TAC.1976.1101128

Comments on “Parameter Estimation in Multivariate Stochastic Difference Equations”

Research output: Contribution to journal › Comment/debate › peer-review

Abstract

In the above paper¹ Kashyap and Nasburg introduced canonical forms II and III to represent multivariate systems. The limited information estimate to obtain the parameters of the system was presented, in which the system is decomposed by using either of the proposed canonical forms into subsystems. As a result the estimation problem was considerably simplified. In this correspondence, it is observed that the canonical form I which has the smallest number of parameters can be decomposed into subsystems just as well, and that the class of models in canonical form I, which is the usual representation, is wider than canonical forms II or III. The question therefore is: what is the real merit of implementing those new canonical forms II and III?.

Original language	English
Pages (from-to)	141-142
Number of pages	2
Journal	IEEE Transactions on Automatic Control
Volume	21
Issue number	1
DOIs	https://doi.org/10.1109/TAC.1976.1101128
Publication status	Published - Feb 1976
Externally published	Yes

ASJC Scopus subject areas

Control and Systems Engineering
Computer Science Applications
Electrical and Electronic Engineering

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title = "Comments on “Parameter Estimation in Multivariate Stochastic Difference Equations”",

abstract = "In the above paper1 Kashyap and Nasburg introduced canonical forms II and III to represent multivariate systems. The limited information estimate to obtain the parameters of the system was presented, in which the system is decomposed by using either of the proposed canonical forms into subsystems. As a result the estimation problem was considerably simplified. In this correspondence, it is observed that the canonical form I which has the smallest number of parameters can be decomposed into subsystems just as well, and that the class of models in canonical form I, which is the usual representation, is wider than canonical forms II or III. The question therefore is: what is the real merit of implementing those new canonical forms II and III?.",

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T1 - Comments on “Parameter Estimation in Multivariate Stochastic Difference Equations”

AU - Akashi, H.

AU - Nose, K.

AU - Moustafa, K. A.

PY - 1976/2

Y1 - 1976/2

N2 - In the above paper1 Kashyap and Nasburg introduced canonical forms II and III to represent multivariate systems. The limited information estimate to obtain the parameters of the system was presented, in which the system is decomposed by using either of the proposed canonical forms into subsystems. As a result the estimation problem was considerably simplified. In this correspondence, it is observed that the canonical form I which has the smallest number of parameters can be decomposed into subsystems just as well, and that the class of models in canonical form I, which is the usual representation, is wider than canonical forms II or III. The question therefore is: what is the real merit of implementing those new canonical forms II and III?.

AB - In the above paper1 Kashyap and Nasburg introduced canonical forms II and III to represent multivariate systems. The limited information estimate to obtain the parameters of the system was presented, in which the system is decomposed by using either of the proposed canonical forms into subsystems. As a result the estimation problem was considerably simplified. In this correspondence, it is observed that the canonical form I which has the smallest number of parameters can be decomposed into subsystems just as well, and that the class of models in canonical form I, which is the usual representation, is wider than canonical forms II or III. The question therefore is: what is the real merit of implementing those new canonical forms II and III?.

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Comments on “Parameter Estimation in Multivariate Stochastic Difference Equations”

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