Fast subspace-based system identification: An instrumental variable approach
type: Item
instance of: scholarly article
title: Fast subspace-based system identification: An instrumental variable approach
zbMATH Open document ID: 0840.93022
DOI: 10.1016/0005-1098(94)00162-C
author: Y. M. Cho
author: T. Kailath
published in: Automatica
publication date: 1996-07-04T00:00:00Z
review text: A new fast implementation for a subspace-based system identification technique of \textit{M. Viberg}, \textit{B. Ottersten}, \textit{B. Wahlberg} and \textit{L. Ljung} [Performance of subspace based state-space model identification methods, in Proc. 12th IFAC World Congress (1993), Vol. 5, 63-66 (1994)] that requires substantially less flops and storage space is presented. The time and storage savings are achieved by the Hankel structure of the data matrix and the low-rank structure of the covariance matrix.
reviewed by: D. Jarušková
Mathematics Subject Classification ID: 93B30
Mathematics Subject Classification ID: 93B40
Mathematics Subject Classification ID: 93B35
zbMATH DE Number: 797334
zbMATH Keywords: instrumental variable
zbMATH Keywords: displacement structure
zbMATH Keywords: subspace-based identification
describes a project that uses: Matlab
MaRDI profile type: Publication
cites work: Fast identification of state-space models via exploitation of displacement structure
cites work: Fast recursive identification of state space models via exploitation of displacement structure
cites work: Q3359644
cites work: Q4724470
cites work: 4SID: Subspace algorithms for the identification of combined deterministic-stochastic systems
cites work: Q3479946
cites work: Subspace model identification Part 1. The output-error state-space model identification class of algorithms
full work available at URL: 0005-1098(94)00162-c
OpenAlex ID: W1999013684
Wikidata QID: Q127676133
description: scientific article; zbMATH DE number 797334