Structure determination and parameter identification for multivariable stochastic linear systems

Applied Regression Analysis

1967 • 3,541 citations

Probability, Random Variables, and Stochastic Processes

1966 • 2,118 citations

Computational Methods of Linear Algebra

1964 • 1,640 citations

On the identification of variances and adaptive Kalman filtering

1970 • 1,318 citations

Quasilinearization and nonlinear boundary value problems

1966 • 1,137 citations

On a Matrix Riccati Equation of Stochastic Control

1968 • 966 citations

Invariant Description of Linear, Time-Invariant Controllable Systems

1972 • 281 citations

Canonical structures in the identification of multivariable systems

1975 • 277 citations

On-line identification of linear dynamic systems with applications to Kalman filtering

1971 • 268 citations

Identification of linear discrete time systems using the instrumental variable method

1967 • 261 citations

The innovations approach to detection and estimation theory

1970 • 235 citations

Time Series Analysis Papers.

1972 • 222 citations

Identification of optimum filter steady-state gain for systems with unknown noise covariances

1973 • 152 citations

Optimal minimal-order observer-estimators for discrete linear time-varying systems

1970 • 143 citations

Estimation of the order of linear systems

1971 • 122 citations

On the identifiability of parameters

1972 • 116 citations

A canonical model for identification of multivariable linear systems

1972 • 65 citations

Maximum likelihood identification of aircraft parameters

1970 • 62 citations

On estimating the orders of an autoregressive moving-average process with uncertain observations

1972 • 61 citations

On Certain Convergence Questions in System Identification

1970 • 53 citations

A comparison of Newton-Raphson and other methods for determining stability derivatives from flight data

1969 • 25 citations

A least squares curve fitting method with applications to the calculation of stability coefficients from transient-response data

1951 • 24 citations

Canonical forms for multivariable system identification

1972 • 21 citations

Correction and extention of "On the identifiability of parameters"

1973 • 20 citations

Covariance factorization.An explication via examples.

1969 • 18 citations

Parametrization and identification of linear multivariable systems

1972 • 11 citations

Bounds for identification error and a quantitative measure of identifiability

1974 • 5 citations