Hankel matrices for system identification

DOI10.1016/j.jmaa.2013.07.025zbMath1305.93196OpenAlexW2071698069MaRDI QIDQ2258987

Bi-Qiang Mu, Chen, Hanfu

Publication date: 27 February 2015

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2013.07.025

zbMATH Keywords

Hankel matrixcorrelation functionimpulse responsemulti-variable linear systemsrow-full-rank

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

Related Items

A class of weighted low rank approximation of the positive semidefinite Hankel matrix, Recursive identification of errors-in-variables Wiener-Hammerstein systems

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