Subspace identification – a Markov parameter approach

DOI10.1080/00207170500362001zbMath1086.93062OpenAlexW2121819531MaRDI QIDQ5717598

N. L. C. Chui, Jan M. Maciejowski

Publication date: 10 January 2006

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207170500362001

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Identification in stochastic control theory (93E12) Numerical solution to inverse problems in abstract spaces (65J22) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

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• Subspace model identification Part 1. The output-error state-space model identification class of algorithms
• Stochastic theory of minimal realization
• System identification using balanced parametrizations
• Criteria for informative experiments with subspace identification
• Realization of stable models with subspace methods

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