Variance reduction in covariance based realization algorithm with application to closed-loop data (Q2173903): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 01:44, 2 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Variance reduction in covariance based realization algorithm with application to closed-loop data |
scientific article |
Statements
Variance reduction in covariance based realization algorithm with application to closed-loop data (English)
0 references
17 April 2020
0 references
subspace methods
0 references
optimal weighting matrices
0 references
closed-loop identification
0 references
two stage technique
0 references
covariance function
0 references
instrumental variable
0 references