Stochastic realization with exogenous inputs and `subspace-methods' identification

DOI10.1016/0165-1684(96)00050-3zbMath0875.94073OpenAlexW1984629597MaRDI QIDQ671459

Giorgio Picci, Tohru Katayama

Publication date: 27 February 1997

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1684(96)00050-3

zbMATH Keywords

Canonical correlation analysisStochastic realizationStochastic systems with exogenous inputsSubspace-methods identification

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (11)

Linear approximation and identification of MIMO Wiener-Hammerstein systems ⋮ Subspace-based deterministic identification of MIMO linear state-delayed systems ⋮ The asymptotic variance of subspace estimates. ⋮ On the ill-conditioning of subspace identification with inputs ⋮ An approach to closed-loop subspace identification by orthogonal decomposition ⋮ Subspace identification by data orthogonalization and model decoupling ⋮ Asymptotic properties of subspace estimators ⋮ Consistency analysis of some closed-loop subspace identification methods ⋮ Applications of TLS and related methods in the environmental sciences ⋮ Robust maximum likelihood estimation for stochastic state space model with observation outliers ⋮ Subspace identification of closed loop systems by the orthogonal decomposition method

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