Consistency analysis of some closed-loop subspace identification methods

DOI10.1016/j.automatica.2004.10.015zbMath1075.93040OpenAlexW2148469736MaRDI QIDQ1776433

Alessandro Chiuso, Giorgio Picci

Publication date: 12 May 2005

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2004.10.015

zbMATH Keywords

Statistical analysisSubspace identificationFeedbackBiasStochastic realizationExogenous inputsStochastic state-space identificationInitial conditions

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Realizations from input-output data (93B15)

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Cites Work

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• A unifying theorem for three subspace system identification algorithms
• Canonical correlation analysis, approximate covariance extension, and identification of stationary time series
• On jointly stationary feedback-free stochastic processes
• Representations of jointly stationary stochastic feedback processes†
• Economic processes involving feedback

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