Asymptotic properties of subspace estimators

DOI10.1016/j.automatica.2004.11.012zbMath1175.93060OpenAlexW2045959051MaRDI QIDQ1776432

Dietmar Bauer

Publication date: 12 May 2005

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2004.11.012

zbMATH Keywords

Linear systemsSubspace methodsAsymptotic propertiesDiscrete time systems

Mathematics Subject Classification ID

System identification (93B30) Discrete-time control/observation systems (93C55)

Related Items (10)

Subspace-based fault detection robust to changes in the noise covariances ⋮ A unified approach for the parametric identification of SISO/MIMO Wiener and Hammerstein systems ⋮ Data-driven predictive control in a stochastic setting: a unified framework ⋮ Subspace identification for closed-loop 2-D separable-in-denominator systems ⋮ Consistency of subspace methods for signals with almost-periodic components ⋮ System identification methods for (operational) modal analysis: review and comparison ⋮ The role of vector autoregressive modeling in predictor-based subspace identification ⋮ Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs ⋮ Subspace identification for continuous-time errors-in-variables model from sampled data ⋮ A novel subspace identification approach with enforced causal models

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