Discarding data may help in system identification

IEEE Transactions on Signal Processing

Volumn 44, Issue 9, 1996, Pages 2300-2310

  Carrette, Pierre ^a   Bastin, Georges ^a   Genin, Yves Y ^a   Gevers, Michel ^a  

^a UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; COMPUTER SIMULATION; MATHEMATICAL MODELS; MONTE CARLO METHODS; PARAMETER ESTIMATION; POLYNOMIALS; SPURIOUS SIGNAL NOISE; TRANSFER FUNCTIONS; VECTORS;

ARMAX SYSTEM; LEAST SQUARES PREDICTION ERROR METHODS; MEAN SQUARE ERROR; SINGULAR VALUE DECOMPOSITION;

SIGNAL PROCESSING;

EID: 0030243337     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.536685     Document Type: Article

References (6)

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2. [21 G. C. Goodwin and R. L. Payne, Dynamic System Identification Experiment Design and Data Analysis. New York: Academic, 1977 series in Mathematics in Science and Engineering.
3. L. Ljung, System Identification: Theuiy for the User. Englcwood Cliffs NJ: Prentice-Hall, 1987.
4. M. Moonen, P. Van Dooren, and 3. Vandewalle, "A systolic array fo SVD updating," SIAM J. Matrix Anal. Appl, vol. 14, no. 2, pp. 353-371 1993.
5. T. Soderstrom and P. Stoica, System Identification. Englewood Cliffs NJ: Prentice-Hall, 1990.
6. G. W. Stewart and J. G. Sun, Matrix Perturbation Theory. San Diego Academic, 1990, Series in Computer Science and Scientific Computing.