Identification of Transfer Functions in a Feedback System and Stochastic Inverse Problem

Abstract

Identification of transfer functions in a tri-feedback system is discussed from the viewpoint of stochastic inverse problem. Information is contracted due to observations, and we have an innovation model equivalent to the tri-feedback system corresponding to a way of observation. In an underdetermined case, the identification problem of transfer functions can be discussed via the numerical innovation model, which is obtained from a stable solution of a Riccati equation.