Subspace algorithms for the identification of multivariable dynamic errors-in-variables models (Q1376274): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Subspace algorithms for the identification of multivariable dynamic errors-in-variables models |
scientific article |
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Subspace algorithms for the identification of multivariable dynamic errors-in-variables models (English)
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18 June 1998
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This paper deals with the problem of identifying multivariable finite dimensional linear time-invariant systems from noisy input/output measurements. A solution is obtained by means of subspace identification algorithms. Some SMI algorithms that consistently estimate state space models are presented. They allow to solve identification problems via inspection of singular values. Two realistic simulation studies are presented.
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instrumental variable methods
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consistency
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subspace identification algorithms
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