Consistency of subspace methods for signals with almost-periodic components
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Publication:445091
DOI10.1016/j.automatica.2011.08.059zbMath1244.93163OpenAlexW2018471564MaRDI QIDQ445091
Publication date: 24 August 2012
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2011.08.059
subspace identificationfrequency estimationalmost periodic signalspurely deterministic processesstatistical consistency
Frequency-response methods in control theory (93C80) Identification in stochastic control theory (93E12)
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Empirical Bayes identification of stationary processes and approximation of Toeplitz spectra, Realization and identification of autonomous linear periodically time-varying systems
Cites Work
- Statistical analysis of novel subspace identification methods
- On covariance function tests used in system identification
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- Canonical correlation analysis, approximate covariance extension, and identification of stationary time series
- Analysis of the asymptotic properties of the MOESP type of subspace algorithms
- Spectral Analysis of Signals: The Missing Data Case
- Approximate linear realizations of given dimension via Ho's algorithm
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