Hankel matrices for system identification

DOI10.1016/J.JMAA.2013.07.025MaRDI QIDQ2258987zbMATH OpenOpenAlexFDO

Authors Bi-Qiang Mu, Hanfu Chen

Publication date 27 February 2015

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2013.07.025

zbMATH Keywords

correlation functionHankel matriximpulse responsemulti-variable linear systemsrow-full-rank

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Recommendations

• Note on the Hankel matrix
• Non-conventional matrix calculus in the analysis of rank deficient Hankel matrices of finite dimensions
• Model order determination using the Hankel matrix of impulse responses
• Testing the rank of the Hankel covariance matrix: a statistical approach
• Approximation and realization of Hankel matrices

Cites work

• A system-theoretic foundation for blind equalization of an FIR MIMO channel system
• Fast projection methods for minimal design problems in linear system theory
• Generalized Yule-Walker equations and testing the orders of multivariate time series
• scientific article; zbMATH DE number 3138903 (Why is no real title available?)
• scientific article; zbMATH DE number 3244325 (Why is no real title available?)
• scientific article; zbMATH DE number 3283198 (Why is no real title available?)
• Identifiability and persistent excitation in full matrix fraction parameter estimation
• Identification of errors-in-variables systems with ARMA observation noises
• Markov chain approach to identifying Wiener systems
• New Approach to Recursive Identification for ARMAX Systems
• Properties of Zero-Free Spectral Matrices
• Recursive Identification of MIMO Wiener Systems
• Recursive identification of Wiener-Hammerstein systems

Cited in

(9)

• Non-conventional matrix calculus in the analysis of rank deficient Hankel matrices of finite dimensions
• Hankel matrix rank minimization with applications to system identification and realization
• A class of weighted low rank approximation of the positive semidefinite Hankel matrix
• Recursive identification of errors-in-variables Wiener-Hammerstein systems
• A Kronecker rank theorem for two-dimensional non-causal systems
• Testing the rank of the Hankel covariance matrix: a statistical approach
• Model order determination using the Hankel matrix of impulse responses
• Recursive system identification method from binary input/output measurements
• Cayley transform for Toeplitz and dual matrices

This page was built for publication: Hankel matrices for system identification

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2258987)