Asymptotic variances of subspace estimates

Proceedings of the IEEE Conference on Decision and Control

Volumn 4, Issue , 2001, Pages 3910-3915

  Chiuso, Alessandro ^a   Picci, Giorgio ^a  

^a UNIVERSITY OF PADOVA   (Italy)

Author keywords

Asymptotic covariance; Numerical conditioning; State space identification; Subspace identification

Indexed keywords

ALGORITHMS; MATHEMATICAL MODELS; MATRIX ALGEBRA; OBSERVABILITY; STATE SPACE METHODS; STATISTICAL METHODS;

ASYMPTOTIC COVARIANCE; SUBSPACE IDENTIFICATION;

PARAMETER ESTIMATION;

EID: 0035710052     PISSN: 01912216     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (17)

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12. Identification of the deterministic part of MIMO state space models given in innovations form from input-output data