Recursive 4SID algorithms using gradient type subspace tracking

DOI10.1016/S0005-1098(01)00286-2zbMath1007.93018MaRDI QIDQ1614337

Hiroshi Oku, Hidenori Kimura

Publication date: 5 September 2002

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

matrix inversionadaptive filtersidentification algorithmsconvergence property4S-IDextended observability matrixgradient subspace tracking methodrecursive subspace state-space system identification

Mathematics Subject Classification ID

Numerical methods based on necessary conditions (49M05) System identification (93B30) Geometric methods (93B27)

Related Items (8)

Robust data driven \(H_\infty\) control for wind turbine ⋮ On-line structured subspace identification with application to switched linear systems ⋮ Recursive subspace identification of continuous-time systems using generalized Poisson moment functionals ⋮ Recursive subspace identification of AUV dynamic model under general noise assumption ⋮ Convergence analysis of instrumental variable recursive subspace identification algorithms ⋮ Hierarchical gradient-based identification of multivariable discrete-time systems ⋮ Recursive subspace identification based on instrumental variable unconstrained quadratic optimization ⋮ A new method for fault prediction of model-unknown nonlinear system

Cites Work

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• Asymptotic convergence analysis of the projection approximation subspace tracking algorithms
• Subspace model identification Part 3. Analysis of the ordinary output-error state-space model identification algorithm
• On- and off-line identification of linear state-space models
• Subspace model identification Part 1. The output-error state-space model identification class of algorithms
• Subspace model identification Part 2. Analysis of the elementary output-error state-space model identification algorithm
• Kronecker products and matrix calculus in system theory
• The matrix minimum principle

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