Brief paper: Box-Jenkins identification revisited-Part III

Authors:
R. Pintelon;J. Schoukens;P. Guillaume
Affiliations:
Electrical Measurement Department, Vrije Universiteit Brussel, Pleinlaan 2, 1050 Brussels, Belgium;Electrical Measurement Department, Vrije Universiteit Brussel, Pleinlaan 2, 1050 Brussels, Belgium;Department of Mechanical Engineering, Vrije Universiteit Brussel, Pleinlaan 2, 1050 Brussels, Belgium
Venue:
Automatica (Journal of IFAC)
Year:
2007

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Box-Jenkins identification revisited-Part I: Theory

Automatica (Journal of IFAC)
Box-Jenkins identification revisited-Part II: Applications

Automatica (Journal of IFAC)

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Abstract

Part I of this series of three papers handles the identification of single input single output Box-Jenkins models on arbitrary frequency grids in an open and closed loop setting. Part II discusses the computational aspects and illustrates the theory on simulations and a real life problem. This paper extends the results of Parts I and II to multiple input multiple output systems. Contrary to the classical time domain approach, the presented technique does not require symbolic calculus for multiple output polynomial Box-Jenkins models.