Subspace algorithms for the stochastic identification problem
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Publication:1802514
DOI10.1016/0005-1098(93)90061-WzbMath0771.93082OpenAlexW4361980065MaRDI QIDQ1802514
Peter Van Overschee, Bart De Moor
Publication date: 21 July 1993
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(93)90061-w
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Cites Work
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- Balanced Approximation of Stochastic Systems
- On- and off-line identification of linear state-space models
- Towards a Generalized Singular Value Decomposition
- Approximate linear realizations of given dimension via Ho's algorithm
- Markovian Representation of Stochastic Processes by Canonical Variables
- Generalizing the Singular Value Decomposition
- Numerical Methods for Computing Angles Between Linear Subspaces
- RELATIONS BETWEEN TWO SETS OF VARIATES
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