A Note on LQ Decomposition in Stochastic Subspace Identification (Q4931173)
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scientific article; zbMATH DE number 5795301
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Note on LQ Decomposition in Stochastic Subspace Identification |
scientific article; zbMATH DE number 5795301 |
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A Note on LQ Decomposition in Stochastic Subspace Identification (English)
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4 October 2010
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subspace identification method
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discrete-time stochastic systems
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steady state Kalman gain
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covariance of the innovation process
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