A unifying theorem for three subspace system identification algorithms

Automatica

Volumn 31, Issue 12, 1995, Pages 1853-1864

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

^a UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

difference equations; Kalman filters; linear algebra; multivariable systems; state space methods; stochastic systems; subspace methods; System identification

Indexed keywords

DIFFERENCE EQUATIONS; IDENTIFICATION (CONTROL SYSTEMS); KALMAN FILTERING; LINEAR ALGEBRA; MATHEMATICAL OPERATORS; MATRIX ALGEBRA; MULTIVARIABLE SYSTEMS; OBSERVABILITY; STATE SPACE METHODS; STOCHASTIC CONTROL SYSTEMS;

DETERMINISTIC STOCHASTIC SYSTEMS; OBSERVABILITY MATRIX; SUBSPACE ALGORITHMS; WEIGHTING MATRIX;

ALGORITHMS;

EID: 0029517196     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/0005-1098(95)00072-0     Document Type: Article

References (16)

1. Markovian representation of stochastic processes by canonical variables
2. Model reduction for control system design
3. A new identification and model reduction algorithm via singular value decomposition
4. Canonical variate analysis in identification filtering and adaptive control
5. The optimality of canonical variate identification by example
6. Balanced stochastic realization and model reduction
7. A subspace rotation approach to signal parameter estimation
8. Subspace algorithms for the stochastic identification problem
9. N4SID: Subspace algorithms for the identification of combined deterministic-stochastic systems
10. Choice of state-space basis in combined deterministic-stochastic subspace identification
11. Identification of the deterministic part of MIMO state space models given in innovations form from input-output data
12. A statistical perspective on state-space modeling using subspace methods
13. Performance of subspace based state space system identification methods