Fast subspace-based system identification: An instrumental variable approach

DOI10.1016/0005-1098(94)00162-CMaRDI QIDQ1898499zbMATH OpenOpenAlexWikidataFDO

Authors Y. M. Cho, T. Kailath

Publication date 4 July 1996

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(94)00162-c

zbMATH Keywords

instrumental variabledisplacement structuresubspace-based identification

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) System identification (93B30)

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Cites work

• scientific article; zbMATH DE number 4213315 (Why is no real title available?)
• scientific article; zbMATH DE number 4150052 (Why is no real title available?)
• scientific article; zbMATH DE number 3997615 (Why is no real title available?)
• 4SID: Subspace algorithms for the identification of combined deterministic-stochastic systems
• Fast identification of state-space models via exploitation of displacement structure
• Fast recursive identification of state space models via exploitation of displacement structure
• Subspace model identification Part 1. The output-error state-space model identification class of algorithms

Cited in

(8)

• Fast identification of state-space models via exploitation of displacement structure
• Recursive subspace identification based on instrumental variable unconstrained quadratic optimization
• Subspace identification using instrumental variable techniques
• A subspace identification algorithm based on finite-memory variable forgetting factor
• Subspace-based prediction of linear time-varying stochastic systems
• A fast algorithm for subspace state-space system identification via exploitation of the displacement structure
• Recursive subspace identification of linear and nonlinear Wiener state-space models
• Bootstrap-based estimates of uncertainty in subspace identification methods

Describes a project that uses

Uses Software

• Matlab

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