Subspace identification using instrumental variable techniques (Q5949065)

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scientific article; zbMATH DE number 1672682
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Subspace identification using instrumental variable techniques
scientific article; zbMATH DE number 1672682

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    Subspace identification using instrumental variable techniques (English)
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    17 October 2002
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    According to the author a novel instrumental variable framework for subspace-based identification is presented. Connections with existing algorithms are established. As a side-effect of the new interpretation the author finds an improvement of an existing subspace method applicable to errors-in-variables identification. The reviewer considers this a nice and worthwhile contribution to the rapidly expanding literature on subspace-based methods for state-space system identification techniques.
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    instrumental variable
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    subspace-based identification
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    errors-in-variables identification
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