Non-asymptotic error analysis of subspace identification for deterministic systems
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Cites work
- 4SID: Subspace algorithms for the identification of combined deterministic-stochastic systems
- A unifying theorem for three subspace system identification algorithms
- An optimal bound for the spectral variation of two matrices
- Analysis of the asymptotic properties of the MOESP type of subspace algorithms
- Asymptotic properties of subspace estimators
- Cauchy's Interlace Theorem for Eigenvalues of Hermitian Matrices
- Comments on 'State-space model identification with data correlation’
- Consistency analysis of some closed-loop subspace identification methods
- Consistency and asymptotic normality of some subspace algorithms for systems without observed inputs
- Consistency and relative efficiency of subspace methods
- Consistency of the least-squares identification method
- Identification of the deterministic part of MIMO state space models given in innovations form from input-output data
- K4SID: Large-Scale Subspace Identification With Kronecker Modeling
- Linear parameter-varying subspace identification: a unified framework
- On the singular values of matrices with displacement structure
- On- and off-line identification of linear state-space models
- Perturbation theory for pseudo-inverses
- Some facts about the choice of the weighting matrices in Larimore type of subspace algorithms
- Subspace Identification of Large-Scale Interconnected Systems
- Subspace identification from closed loop data
- Subspace identification of circulant systems
- Subspace model identification Part 1. The output-error state-space model identification class of algorithms
- The asymptotic variance of subspace estimates.
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