Variance reduction in covariance based realization algorithm with application to closed-loop data (Q2173903)
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English | Variance reduction in covariance based realization algorithm with application to closed-loop data |
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Variance reduction in covariance based realization algorithm with application to closed-loop data (English)
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17 April 2020
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subspace methods
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optimal weighting matrices
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closed-loop identification
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two stage technique
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covariance function
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instrumental variable
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