Variance reduction in covariance based realization algorithm with application to closed-loop data (Q2173903)

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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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