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

Signal Processing

Volumn 52, Issue 2, 1996, Pages 145-160

  Picci, Giorgio ^a   Katayama, Tohru ^b  

^a UNIVERSITY OF PADOVA   (Italy)

^b KYOTO UNIVERSITY   (Japan)

Author keywords

Canonical correlation analysis; Stochastic realization; Stochastic systems with exogenous inputs; Subspace methods identification

Indexed keywords

ALGORITHMS; CORRELATION METHODS; IDENTIFICATION (CONTROL SYSTEMS); MATHEMATICAL MODELS; NUMERICAL METHODS; STATE SPACE METHODS;

CANONICAL CORRELATION ANALYSIS; STOCHASTIC EXOGENOUS INPUT SYSTEMS; STOCHASTIC PROCESS REALIZATION; SUBSPACE IDENTIFICATION METHODS;

STOCHASTIC CONTROL SYSTEMS;

EID: 0030197258     PISSN: 01651684     EISSN: None     Source Type: Journal    
DOI: 10.1016/0165-1684(96)00050-3     Document Type: Article

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