Model order determination using the Hankel matrix of impulse responses

DOI10.1016/j.aml.2010.12.046zbMath1211.93042OpenAlexW2063685054MaRDI QIDQ628297

Zhifang Zhu, Huanhuan Yin, Feng Ding

Publication date: 10 March 2011

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2010.12.046

zbMATH Keywords

Hankel matrixsingular value decomposition (SVD)order determinationorder identification

Mathematics Subject Classification ID

System identification (93B30) Discrete-time control/observation systems (93C55) Eigenvalue problems (93B60)

Related Items (7)

Maximum likelihood parameter estimation algorithm for controlled autoregressive autoregressive models ⋮ A new aspect of Hankel matrices via Krylov matrix ⋮ Maximum likelihood least squares identification for systems with autoregressive moving average noise ⋮ An iterative least squares estimation algorithm for controlled moving average systems based on matrix decomposition ⋮ Iterative identification algorithm for Wiener nonlinear systems using the Newton method ⋮ A least squares identification algorithm for a state space model with multi-state delays ⋮ Transforms from differential equations to difference equations and vice-versa applied to computer control systems

Cites Work

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• Order estimation for subspace methods

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