Subspace algorithms for the identification of multivariable dynamic errors-in-variables models (Q1376274): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 03:08, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Subspace algorithms for the identification of multivariable dynamic errors-in-variables models |
scientific article |
Statements
Subspace algorithms for the identification of multivariable dynamic errors-in-variables models (English)
0 references
18 June 1998
0 references
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.
0 references
instrumental variable methods
0 references
consistency
0 references
subspace identification algorithms
0 references
