Combined Deterministic and Stochastic System Identification and Realization: DSR - A Subspace Approach Based on Observations

DOI10.4173/MIC.1996.3.3zbMath0857.93092OpenAlexW2021980475MaRDI QIDQ4895579

David Di Ruscio

Publication date: 12 March 1997

Published in: Modeling, Identification and Control: A Norwegian Research Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4173/mic.1996.3.3

zbMATH Keywords

identificationsubspace methodstime seriesprojectionKalman filterMarkov parametersrealization

Mathematics Subject Classification ID

System identification (93B30) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

Related Items (2)

Subspace-based deterministic identification of MIMO linear state-delayed systems ⋮ A novel subspace identification approach with enforced causal models

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