Choice of state-space basis in combined deterministic-stochastic subspace identification (Q1911280): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0005-1098(95)00071-9 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2068406279 / rank | |||
Normal rank | |||
Revision as of 23:33, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Choice of state-space basis in combined deterministic-stochastic subspace identification |
scientific article |
Statements
Choice of state-space basis in combined deterministic-stochastic subspace identification (English)
0 references
22 September 1996
0 references
The paper gives a general presentation of the identification problem of linear and stochastic systems. It is shown that various algorithms differ in a weighting only. The main theorem introduces specific choices for the weighting matrices, such that the system is identified in a predefined state space basis. A space-state interpretation of frequency-weighted model reduction (Enns, 1984) is given, too.
0 references
identification
0 references
linear
0 references
stochastic systems
0 references
weighting
0 references
model reduction
0 references
