Finite sample analysis of subspace identification for autonomous stochastic systems
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Cites work
- 4SID: Subspace algorithms for the identification of combined deterministic-stochastic systems
- A unifying theorem for three subspace system identification algorithms
- An optimal bound for the spectral variation of two matrices
- Analysis of state space system identification methods based on instrumental variables and subspace fitting
- Analysis of the asymptotic properties of the MOESP type of subspace algorithms
- Cauchy's Interlace Theorem for Eigenvalues of Hermitian Matrices
- Consistency analysis of subspace identification methods based on a linear regression approach
- Consistency and asymptotic normality of some subspace algorithms for systems without observed inputs
- Consistency and relative efficiency of subspace methods
- Consistency of the least-squares identification method
- Finite sample analysis of MIMO systems identification
- Finite sample properties of linear model identification
- Finite sample properties of system identification methods
- Finite time identification in unstable linear systems
- Grundzüge der Mengenlehre.
- Identification of the deterministic part of MIMO state space models given in innovations form from input-output data
- Non-asymptotic error analysis of subspace identification for deterministic systems
- On consistency of subspace methods for system identification
- On the singular values of matrices with displacement structure
- Perturbation theory for pseudo-inverses
- Revisiting Ho–Kalman-Based System Identification: Robustness and Finite-Sample Analysis
- Smallest singular value of a random rectangular matrix
- Subspace model identification Part 1. The output-error state-space model identification class of algorithms
- The numerical range is a \((1+\sqrt{2})\)-spectral set
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