Some facts about the choice of the weighting matrices in Larimore type of subspace algorithms

DOI10.1016/S0005-1098(01)00261-8zbMath1007.93015OpenAlexW2040548968WikidataQ59591965 ScholiaQ59591965MaRDI QIDQ1614294

Lennart Ljung, Dietmar Bauer

Publication date: 5 September 2002

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(01)00261-8

zbMATH Keywords

subspace methodssystem identificationdiscrete-time linear systemsasymptotic varianceweighting matricesLarimore procedures

Mathematics Subject Classification ID

System identification (93B30) Design techniques (robust design, computer-aided design, etc.) (93B51) Identification in stochastic control theory (93E12)

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