Parameter identification technique for multivariate stochastic systems

Hajime Akashi, Hiroyuki Imai, Kamal A.F. Moustafa

Research output: Contribution to journalArticlepeer-review

7 Citations (Scopus)


This paper considers the problem of obtaining accurate estimates of multivariate systems with reasonable computations. To avoid the structural identification problem which is associated with multivariate systems, we observe the system by a linear combination of the outputs. The two stage least square method is employed to estimate the model parameters. An optimum combination of the outputs is obtained such that the parameter estimates have the least asymptotic generalized variance. Computer simulations are provided to illustrate the usefulness of the proposed method.

Original languageEnglish
Pages (from-to)217-221
Number of pages5
Issue number2
Publication statusPublished - Mar 1979
Externally publishedYes


  • discrete time systems
  • identification
  • linear systems
  • multivariable systems
  • optimization
  • parameter estimation
  • stochastic systems

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Electrical and Electronic Engineering


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