Statistical analysis of subspace-based estimation of reduced-rank linear regressions

IEEE Transactions on Signal Processing

Volumn 50, Issue 1, 2002, Pages 151-159

  Gustafsson, Tony ^a,b,c   Rao, Bhaskar D ^a,c  

^a IEEE   (Sweden)

^b SwitchCore AB   (Sweden)

^c UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Multivariable system identification; Reduced rank; Statistical analysis; Subspace methods

Indexed keywords

MULTIVARIABLE SYSTEM IDENTIFICATION; REDUCED-RANK LINEAR REGRESSIONS; SUBSPACE-BASED ESTIMATION;

IDENTIFICATION (CONTROL SYSTEMS); MATRIX ALGEBRA; MULTIVARIABLE SYSTEMS; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES; SPURIOUS SIGNAL NOISE; STATISTICAL METHODS;

SIGNAL PROCESSING;

EID: 0036168361     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.972491     Document Type: Article

References (15)

1. Consistency and asymptotic normality of some subspace algorithms for systems without observed inputs
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3. A linear regression approach to state-space subspace system identification
4. Reduced rank channel estimation
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6. Low-rank detection of multichannel gaussian signals using block matrix approximation
7. A computationally efficient method for joint direction finding and frequency estimation in colored noise
8. Array processing in correlated noise fields based on instrumental variables and subspace fitting
9. Analysis of state space system identification methods based on instrumental variables and subspace fitting