Consistency and asymptotic normality of some subspace algorithms for systems without observed inputs (Q1301438)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistency and asymptotic normality of some subspace algorithms for systems without observed inputs |
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Consistency and asymptotic normality of some subspace algorithms for systems without observed inputs (English)
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2 September 1999
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For a class of subspace algorithms, in the case where no observed inputs are included, the asymptotic properties of the estimates of the system matrices are discussed. One proves the asymptotic normality of subspace estimates and that the variance may be calculated. A new consistency result for the system matrix is presented.
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identification
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asymptotic analysis
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discrete time systems
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linear multivariable systems
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subspace algorithms
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asymptotic normality
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consistency
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