N4SID: Subspace algorithms for the identification of combined deterministic-stochastic systems

Automatica

Volumn 30, Issue 1, 1994, Pages 75-93

  Van Overschee, Peter ^a,b   De Moor, Bart ^b  

^a UNIVERSITY OF LEUVEN   (Belgium)

^b FUND FOR SCIENTIFIC RESEARCH   (Belgium)

Author keywords

difference equations; Kalman filters; multivariable systems; QR and singular value decomposition; state space methods; System identification

Indexed keywords

ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; DIFFERENCE EQUATIONS; KALMAN FILTERING; MATHEMATICAL MODELS; MATRIX ALGEBRA; MULTIVARIABLE SYSTEMS; RANDOM PROCESSES; STATE SPACE METHODS;

NUMERICAL ALGORITHMS FOR SUBSPACE STATE SPACE SYSTEM IDENTIFICATION; SINGULAR VALUE DECOMPOSITION;

IDENTIFICATION (CONTROL SYSTEMS);

EID: 0028330583     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/0005-1098(94)90230-5     Document Type: Article

References (20)

1. Balanced Approximation of Stochastic Systems
2. Identification of an industrial process: a Markov parameter approach
3. Mathematical concepts and techniques for modeling of static and dynamic systems
4. Subspace algorithms system identification and stochastic realization
5. Model reduction for control system design
6. Stochastic realization algorithms
7. A new identification and model reduction algorithm via singular value decomposition
8. Canonical variate analysis in identification filtering and adaptive control
9. On- and off-line identification of linear state space models
10. A subspace algorithm for balanced state space system identification
11. A Subspace Algorithm for Combined Stochastic-Deterministic State Space Identification
12. Subspace algorithms for the stochastic identification problem
13. Subspace Algorithms for the Stochastic Identification Problem
14. Two Subspace Algorithms for the Identification of Combined deterministic-Stochastic Systems
15. A novel non-iterative MIMO state space model identification technique