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Volumn 4, Issue , 2003, Pages 3467-3472

Stochastic subspace identification via "LQ decomposition"

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; COMPUTER SIMULATION; MARKOV PROCESSES; MATHEMATICAL MODELS; MATRIX ALGEBRA; PROBLEM SOLVING; RICCATI EQUATIONS; WHITE NOISE;

EID: 1542379157     PISSN: 01912216     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (7)

References (11)
  • 1
    • 0016439532 scopus 로고
    • Markovian representation of stochastic processes by canonical variables
    • H. Akaike, "Markovian representation of stochastic processes by canonical variables," SIAM J. Control, vol. 13, no. 1, pp. 162-173, 1975.
    • (1975) SIAM J. Control , vol.13 , Issue.1 , pp. 162-173
    • Akaike, H.1
  • 3
    • 0022145353 scopus 로고
    • A realization approach to stochastic model reduction
    • U. B. Desai, D. Pal and R. D. Kirkpatrick, "A realization approach to stochastic model reduction," International J. Control, vol. 42, no. 4, pp. 821-838, 1985.
    • (1985) International J. Control , vol.42 , Issue.4 , pp. 821-838
    • Desai, U.B.1    Pal, D.2    Kirkpatrick, R.D.3
  • 4
    • 77957235706 scopus 로고
    • Stochastic realization algorithms
    • R. K. Mehra and D. G. Lainiotis, eds., Academic Press
    • P. L. Faurre, "Stochastic realization algorithms," In System Identification: Advances and Case Studies (R. K. Mehra and D. G. Lainiotis, eds.), Academic Press, pp. 1-25, 1976.
    • (1976) System Identification: Advances and Case Studies , pp. 1-25
    • Faurre, P.L.1
  • 7
    • 0030149343 scopus 로고    scopus 로고
    • Canonical correlation analysis, approximate covariance extension, and identification of stationary time series
    • A. Lindquist and G. Picci, "Canonical correlation analysis, approximate covariance extension, and identification of stationary time series," Automatica, vol. 32, no. 5, pp. 709-733, 1996.
    • (1996) Automatica , vol.32 , Issue.5 , pp. 709-733
    • Lindquist, A.1    Picci, G.2
  • 8
    • 1542313352 scopus 로고    scopus 로고
    • A stochastic realization in a Hilbert space based on "LQ decomposition" with application to subspace identification
    • Rotterdam (to appear)
    • H. Tanaka and T. Katayama, "A stochastic realization in a Hilbert space based on "LQ decomposition" with application to subspace identification," SYSID2003, Rotterdam (to appear).
    • SYSID2003
    • Tanaka, H.1    Katayama, T.2
  • 9
    • 85088753772 scopus 로고    scopus 로고
    • Stochastic realization on a finite interval via "LQ Decomposition" in Hubert space
    • Cambridge (to appear)
    • H. Tanaka and T. Katayama, "Stochastic realization on a finite interval via "LQ Decomposition" in Hubert space," ECC2003, Cambridge (to appear).
    • ECC2003
    • Tanaka, H.1    Katayama, T.2
  • 10
    • 0027589792 scopus 로고
    • Subspace algorithms for the stochastic identification problem
    • P. Van Overschee and B. De Moor, "Subspace algorithms for the stochastic identification problem," Automatica, vol. 29, no. 3, pp. 649-660, 1993.
    • (1993) Automatica , vol.29 , Issue.3 , pp. 649-660
    • Van Overschee, P.1    De Moor, B.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.