Identification of factor models by behavioural and subspace methods

DOI10.1016/S0167-6911(97)00088-1zbMath0902.93018MaRDI QIDQ1128450

Wolfgang Scherrer, Christiaan Heij

Publication date: 13 August 1998

Published in: Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

linear systemsystem identificationmodel reductionleast squaresbehaviourprincipal componentsfactor models

Mathematics Subject Classification ID

System identification (93B30) Algebraic methods (93B25)

Related Items (1)

On continuity and consistency of \(\ell_{\infty}\) optimal models

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