Model order determination using the Hankel matrix of impulse responses

DOI10.1016/J.AML.2010.12.046MaRDI QIDQ628297zbMATH OpenOpenAlexFDO

Authors Huanhuan Yin, Zhifang Zhu, Feng Ding

Publication date 10 March 2011

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aml.2010.12.046

zbMATH Keywords

Hankel matrixsingular value decomposition (SVD)order determinationorder identification

Mathematics Subject Classification ID

System identification (93B30) Eigenvalue problems (93B60) Discrete-time control/observation systems (93C55)

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Cites work

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• Order estimation for subspace methods
• Partially Coupled Stochastic Gradient Identification Methods for Non-Uniformly Sampled Systems
• Performance analysis of multi-innovation gradient type identification methods
• RCA models with GARCH innovations
• Reconstruction of continuous-time systems from their non-uniformly sampled discrete-time systems
• Recursive estimation for continuous time stochastic volatility models
• Regressor selection with the analysis of variance method
• Self-tuning control based on multi-innovation stochastic gradient parameter estimation

Cited in

(11)

• Iterative identification algorithm for Wiener nonlinear systems using the Newton method
• A least squares identification algorithm for a state space model with multi-state delays
• Maximum likelihood least squares identification for systems with autoregressive moving average noise
• Maximum likelihood parameter estimation algorithm for controlled autoregressive autoregressive models
• Transforms from differential equations to difference equations and vice-versa applied to computer control systems
• An iterative least squares estimation algorithm for controlled moving average systems based on matrix decomposition
• A data-driven McMillan degree lower bound
• scientific article; zbMATH DE number 464830 (Why is no real title available?)
• A new aspect of Hankel matrices via Krylov matrix
• On model order priors for Bayesian identification of SISO linear systems
• Hankel matrices for system identification

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