Non-asymptotic error analysis of subspace identification for deterministic systems (Q6930723)
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scientific article; zbMATH DE number 8092519
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| English | Non-asymptotic error analysis of subspace identification for deterministic systems |
scientific article; zbMATH DE number 8092519 |
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Non-asymptotic error analysis of subspace identification for deterministic systems (English)
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12 September 2025
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The non-asymptotic upper bounds on the errors of subspace identification method [\textit{M. Deistler} et al., Automatica 31, No. 12, 1865--1875 (1995; Zbl 0846.93024)] for discrete-time multiple-input multiple-output linear time-invariant system are derived. It is shown that when the state-to-output dimensionality ratio \(n/m\) is large, subspace identification method become ill-conditioned.
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system identification
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subspace identification methods
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finite sample error analysis
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