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Volumn 35, Issue 7, 1999, Pages 1243-1254

Consistency and asymptotic normality of some subspace algorithms for systems without observed inputs

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; CONTROL SYSTEM ANALYSIS; DISCRETE TIME CONTROL SYSTEMS; MATRIX ALGEBRA; MULTIVARIABLE CONTROL SYSTEMS; STATE ESTIMATION; STATE SPACE METHODS;

EID: 0033165042     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0005-1098(99)00031-X     Document Type: Article
Times cited : (108)

References (22)
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    • Akaike, H.1
  • 6
    • 0029480965 scopus 로고
    • Consistency and relative efficiency of subspace methods
    • Deistler, M., Peternell, K., & Scherrer, W. (1995). Consistency and relative efficiency of subspace methods. Automatica, 31, 1865-1875.
    • (1995) Automatica , vol.31 , pp. 1865-1875
    • Deistler, M.1    Peternell, K.2    Scherrer, W.3
  • 8
    • 0025595323 scopus 로고
    • Structure and order estimation of multivariable stochastic processes
    • Fuchs, J. J. (1990). Structure and order estimation of multivariable stochastic processes. IEEE Transactions on Automatic Control, 35, 1338-1341.
    • (1990) IEEE Transactions on Automatic Control , vol.35 , pp. 1338-1341
    • Fuchs, J.J.1
  • 14
    • 0020876896 scopus 로고
    • System identification, reduced order filters and modeling via canonical variate analysis
    • H. S. Rao, & P. Dorato (Eds.). Piscataway, NJ: IEEE Service Center
    • Larimore, W. E. (1983). System identification, reduced order filters and modeling via canonical variate analysis. In: H. S. Rao, & P. Dorato (Eds.). Proceedings of the 1983 American Control Conference, vol. 2 (pp. 445-451). Piscataway, NJ: IEEE Service Center.
    • (1983) Proceedings of the 1983 American Control Conference , vol.2 , pp. 445-451
    • Larimore, W.E.1
  • 15
    • 0001030035 scopus 로고
    • Prediction of multivariate time series by autoregressive model fitting
    • Lewis, R., & Reinsel, G. (1985). Prediction of multivariate time series by autoregressive model fitting. Journal of Multivariate Analysis, 16, 393-411.
    • (1985) Journal of Multivariate Analysis , vol.16 , pp. 393-411
    • Lewis, R.1    Reinsel, G.2
  • 16
    • 0022161133 scopus 로고
    • Realization theory for multivariable stationary gaussian processes
    • Lindquist, A., & Picci, G. (1985). Realization theory for multivariable stationary gaussian processes. SIAM Journal on Control and Optimization, 23, 809-857.
    • (1985) SIAM Journal on Control and Optimization , vol.23 , pp. 809-857
    • Lindquist, A.1    Picci, G.2
  • 19
    • 0028330583 scopus 로고
    • N4sid: Subspace algorithms for the identification of combined deterministic-stochastic systems
    • Van Overschee, P., & DeMoor, B. (1994). N4sid: Subspace algorithms for the identification of combined deterministic-stochastic systems. Automatica, 30, 75-93.
    • (1994) Automatica , vol.30 , pp. 75-93
    • Van Overschee, P.1    DeMoor, B.2
  • 20
    • 0028330582 scopus 로고
    • Identification of the deterministic part of mimo state space models given in innovations form from input-output data
    • Verhaegen, M. (1994). Identification of the deterministic part of mimo state space models given in innovations form from input-output data. Automatica, 30(1), 61-74.
    • (1994) Automatica , vol.30 , Issue.1 , pp. 61-74
    • Verhaegen, M.1
  • 21
    • 0000404377 scopus 로고
    • Performance of subspace based state space system identification methods
    • Sydney, Australia
    • Viberg, M., Ottersten, B., Wahlberg, B., & Ljung, L. (1993). Performance of subspace based state space system identification methods. Proceedings of the 12th IFAC World Congress, Vol. 7 (pp. 369-372). Sydney, Australia.
    • (1993) Proceedings of the 12th IFAC World Congress , vol.7 , pp. 369-372
    • Viberg, M.1    Ottersten, B.2    Wahlberg, B.3    Ljung, L.4


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.