Subspace-based identification: Weighting and pre-filtering of instruments

DOI10.1016/S0005-1098(01)00235-7zbMath1001.93019MaRDI QIDQ5960314

Gustafsson, Tony

Publication date: 15 December 2002

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

subspace identificationinstrumental variable 4SID frameworkpre-filtersweighting matrices

Mathematics Subject Classification ID

System identification (93B30)

Related Items (5)

Variance reduction in covariance based realization algorithm with application to closed-loop data ⋮ Subspace identification for closed-loop 2-D separable-in-denominator systems ⋮ Closed-loop subspace identification using the parity space ⋮ Constructing numerically stable Kalman filter-based algorithms for gradient-based adaptive filtering ⋮ A novel subspace identification approach with enforced causal models

Cites Work

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• A linear regression approach to state-space subspace system identification
• On covariance function tests used in system identification
• On consistency of subspace methods for system identification
• Identification of the deterministic part of MIMO state space models given in innovations form from input-output data
• Realization of stochastic systems with exogenous inputs and subspace identification methods
• Subspace-based methods for the identification of linear time-invariant systems
• Analysis of the asymptotic properties of the MOESP type of subspace algorithms
• Analysis of state space system identification methods based on instrumental variables and subspace fitting
• Regression and the Moore-Penrose pseudoinverse

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