메뉴 건너뛰기




Volumn 43, Issue 8, 2007, Pages 1377-1386

Convergence analysis of instrumental variable recursive subspace identification algorithms

Author keywords

Convergence analysis; Instrumental variable; Linear systems; Recursive algorithms; Subspace methods

Indexed keywords

LINEAR SYSTEMS; SIGNAL SYSTEMS; STATE ESTIMATION;

EID: 34347353169     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2007.01.014     Document Type: Article
Times cited : (36)

References (18)
  • 1
    • 0028336290 scopus 로고
    • Fast recursive identification of state space models via exploitation displacement structure
    • Cho Y.M., Xu G., and Kailath T. Fast recursive identification of state space models via exploitation displacement structure. Automatica 30 (1994) 45-60
    • (1994) Automatica , vol.30 , pp. 45-60
    • Cho, Y.M.1    Xu, G.2    Kailath, T.3
  • 2
    • 0021406887 scopus 로고
    • The overdetermined recursive instrumental variable method
    • Friedlander B. The overdetermined recursive instrumental variable method. IEEE Transactions on Automatic Control 4 (1984) 353-356
    • (1984) IEEE Transactions on Automatic Control , vol.4 , pp. 353-356
    • Friedlander, B.1
  • 4
    • 0032023824 scopus 로고    scopus 로고
    • Instrumental variable subspace tracking using projection approximation
    • Gustafsson T. Instrumental variable subspace tracking using projection approximation. IEEE Transactions on Signal Processing 46 (1998) 669-681
    • (1998) IEEE Transactions on Signal Processing , vol.46 , pp. 669-681
    • Gustafsson, T.1
  • 5
    • 0032302154 scopus 로고    scopus 로고
    • On consistency of subspace methods for system identification
    • Jansson M., and Wahlberg B. On consistency of subspace methods for system identification. Automatica 34 (1998) 1507-1519
    • (1998) Automatica , vol.34 , pp. 1507-1519
    • Jansson, M.1    Wahlberg, B.2
  • 6
    • 0030193445 scopus 로고    scopus 로고
    • Two decades of array signal processing research: The parametric approach
    • Krim H., and Viberg M. Two decades of array signal processing research: The parametric approach. IEEE Signal Processing Magazine 13 (1996) 67-94
    • (1996) IEEE Signal Processing Magazine , vol.13 , pp. 67-94
    • Krim, H.1    Viberg, M.2
  • 7
    • 34347350527 scopus 로고    scopus 로고
    • Liu, K., (1992). Identification of multi input and multi output systems by observability range space extraction. In Proceedings of the 31st IEEE conference on decision and control, Tucson, AZ, USA, December.
  • 9
    • 0034326121 scopus 로고    scopus 로고
    • Recursive subspace identification of linear and non linear Wiener state space models
    • Lovera M., Gustafsson T., and Verhaegen M. Recursive subspace identification of linear and non linear Wiener state space models. Automatica 36 (2000) 1639-1650
    • (2000) Automatica , vol.36 , pp. 1639-1650
    • Lovera, M.1    Gustafsson, T.2    Verhaegen, M.3
  • 11
    • 12744250561 scopus 로고    scopus 로고
    • Mercère, G., Lecœuche, S., Vasseur, C., (2003). A new recursive method for subspace identification of noisy systems: EIVPM. In Proceedings of the 13th IFAC symposium on system identification, Rotterdam, The Netherlands, August.
  • 12
    • 79960720344 scopus 로고    scopus 로고
    • Mercère, G., Lecœuche, S., Vasseur, C., (2005). Sequential correlation based propagator algorithm for recursive subspace identification. In Proceedings of the 16th IFAC world congress, Praha, Czech Republic, July.
  • 13
    • 0026122459 scopus 로고
    • Spatial analysis using new properties of the cross spectral matrix
    • Munier J., and Delisle G.Y. Spatial analysis using new properties of the cross spectral matrix. IEEE Transactions on Signal Processing 39 (1991) 746-749
    • (1991) IEEE Transactions on Signal Processing , vol.39 , pp. 746-749
    • Munier, J.1    Delisle, G.Y.2
  • 14
    • 0036604602 scopus 로고    scopus 로고
    • Recursive 4SID algorithms using gradient type subspace tracking
    • Oku H., and Kimura H. Recursive 4SID algorithms using gradient type subspace tracking. Automatica 38 (2002) 1035-1043
    • (2002) Automatica , vol.38 , pp. 1035-1043
    • Oku, H.1    Kimura, H.2
  • 15
    • 0028330582 scopus 로고
    • Identification of the deterministic part of MIMO state space models given in innovations form from input output data
    • Verhaegen M. Identification of the deterministic part of MIMO state space models given in innovations form from input output data. Automatica 30 (1994) 61-74
    • (1994) Automatica , vol.30 , pp. 61-74
    • Verhaegen, M.1
  • 16
    • 0026399969 scopus 로고    scopus 로고
    • Verhaegen, M., Deprettere, E., (1991). A fast recursive MIMO state space model identification algorithm. In Proceedings of the 30th IEEE conference on decision and control, Brighton, UK, December.
  • 17
    • 0029509295 scopus 로고
    • Subspace based methods for the identification of linear time invariant systems
    • Viberg M. Subspace based methods for the identification of linear time invariant systems. Automatica 31 (1995) 1835-1851
    • (1995) Automatica , vol.31 , pp. 1835-1851
    • Viberg, M.1
  • 18
    • 0029196852 scopus 로고
    • Projection approximation subspace tracking
    • Yang B. Projection approximation subspace tracking. IEEE Transactions on Signal Processing 43 (1995) 95-107
    • (1995) IEEE Transactions on Signal Processing , vol.43 , pp. 95-107
    • Yang, B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.