Choice of state-space basis in combined deterministic-stochastic subspace identification (Q1911280)
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scientific article; zbMATH DE number 867794
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| English | Choice of state-space basis in combined deterministic-stochastic subspace identification |
scientific article; zbMATH DE number 867794 |
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Choice of state-space basis in combined deterministic-stochastic subspace identification (English)
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22 September 1996
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The paper gives a general presentation of the identification problem of linear and stochastic systems. It is shown that various algorithms differ in a weighting only. The main theorem introduces specific choices for the weighting matrices, such that the system is identified in a predefined state space basis. A space-state interpretation of frequency-weighted model reduction (Enns, 1984) is given, too.
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identification
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linear
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stochastic systems
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weighting
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model reduction
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0.7948336601257324
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0.7927312254905701
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