Realization of stochastic systems with exogenous inputs and subspace identification methods

DOI10.1016/S0005-1098(99)00072-2zbMath0933.93025OpenAlexW1996344676MaRDI QIDQ1805974

Giorgio Picci, Tohru Katayama

Publication date: 28 March 2000

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(99)00072-2

zbMATH Keywords

subspace identificationcanonical correlation analysisoblique projectionexogenous inputsstochastic realization

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35) Identification in stochastic control theory (93E12) Realizations from input-output data (93B15)

Related Items (9)

A stochastic realization algorithm via block LQ decomposition in Hilbert space ⋮ Image modeling based on a 2-D stochastic subspace system identification algorithm ⋮ The asymptotic variance of subspace estimates. ⋮ Subspace algorithms for identifying separable-in-denominator 2D systems with deterministic–stochastic inputs ⋮ On the ill-conditioning of subspace identification with inputs ⋮ An approach to closed-loop subspace identification by orthogonal decomposition ⋮ Subspace-based identification: Weighting and pre-filtering of instruments ⋮ Model predictive control method of simulated moving bed chromatographic separation process based on subspace system identification ⋮ Subspace identification of closed loop systems by the orthogonal decomposition method

This page was built for publication: Realization of stochastic systems with exogenous inputs and subspace identification methods