Parametric identification of linear systems using Laplace transform

Proposed was a method for identification of the transfer function coefficients of the stationary one-input one-output linear system using the Laplace images of the input and output measurements. The measurement processes are considered over the given set of values of the transformation parameter. The a posteriori density of distribution of the vector of identified parameters was determined with regard for the autocovariance functions of the measurement errors. A generalization to the multiple-input multiple-output linear system with perturbations and measurements of the state coordinates was described.