Efficient Algorithms for Eigensystem Realization Using Randomized SVD

DOI10.1137/20M1327616zbMath1467.93073arXiv2003.11872OpenAlexW3175214549MaRDI QIDQ4997845

Arvind K. Saibaba, Jishnudeep Kar, Aranya Chakrabortty, Rachel Minster

Publication date: 30 June 2021

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.11872

zbMATH Keywords

system identificationsingular value decompositionrandomized algorithmseigensystem realization algorithm

Mathematics Subject Classification ID

System identification (93B30) Eigenvalue problems (93B60) Eigenvalues, singular values, and eigenvectors (15A18) Realizations from input-output data (93B15)

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Cites Work

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