Consistency analysis of some closed-loop subspace identification methods
type: Item
instance of: scholarly article
title: Consistency analysis of some closed-loop subspace identification methods
zbMATH Open document ID: 1075.93040
author: Alessandro Chiuso
author: Giorgio Picci
published in: Automatica
publication date: 2005-05-12T00:00:00Z
review text: The authors discuss some theoretical issues related to subspace identification in the presence of feedback. They show that neglecting the effect of initial conditions results in sometimes significant bias in the estimates. The authors analyze two recent subspace algorithms. They end with the following sentence: ``Although we have not been able to suggest procedures leading to unbiased algorithms, we hope nevertheless that the ideas and the system-theoretic background of this paper will be of some help to gain more understanding and to foster progress in this area.'' This paper is well written, contains an excellent introduction and raises some very interesting research problems that are worth studying.
reviewed by: Johannes W. Nieuwenhuis
Mathematics Subject Classification ID: 93E12
Mathematics Subject Classification ID: 93B15
zbMATH DE Number: 2167420
zbMATH Keywords: Subspace identification
zbMATH Keywords: Exogenous inputs
zbMATH Keywords: Stochastic realization
zbMATH Keywords: Statistical analysis
zbMATH Keywords: Stochastic state-space identification
zbMATH Keywords: Feedback
zbMATH Keywords: Initial conditions
zbMATH Keywords: Bias
MaRDI profile type: Publication
full work available at URL: j.automatica.2004.10.015
OpenAlex ID: W2148469736
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DOI: 10.1016/J.AUTOMATICA.2004.10.015
description: scientific article; zbMATH DE number 2167420