Subspace identification for continuous-time stochastic systems via distribution-based approach

DOI10.1016/S0005-1098(01)00190-XzbMath1004.93043MaRDI QIDQ5953541

Akira Ohsumi, Ken-Ichi Yamaguchi, Kentaro Kameyama

Publication date: 2 February 2003

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

system identificationgeneralized random functionrandom distributionstochastic state space models

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

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