On consistency of subspace methods for system identification
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The authors consider consistency of subspace methods for system identification. They give conditions ensuring consistency of the subspace methods used in subspace identification methods. For systems without noise, a persistence of excitation condition on the input signal can ensure the consistency. Moreover, the authors give a system for which subspace methods are not consistent. This failure occurs even if the input is persistently exciting of any order. They prove that the above problem can be eliminated if stronger conditions on the input signal are imposed.
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Cited in
(46)- Experimental evidence showing that stochastic subspace identification methods may fail
- Consistency and asymptotic normality of some subspace algorithms for systems without observed inputs
- The asymptotic variance of subspace estimates.
- On the ill-conditioning of subspace identification with inputs
- Consistency analysis of subspace identification methods based on a linear regression approach
- Some facts about the choice of the weighting matrices in Larimore type of subspace algorithms
- Recursive 4SID algorithms using gradient type subspace tracking
- Asymptotic properties of subspace estimators
- Consistency analysis of some closed-loop subspace identification methods
- On model consistency in compartmental systems identification
- A unifying theorem for three subspace system identification algorithms
- Consistency and relative efficiency of subspace methods
- Analysis of the asymptotic properties of the MOESP type of subspace algorithms
- Model predictive control method of simulated moving bed chromatographic separation process based on subspace system identification
- Subspace identification of MIMO LPV systems using a periodic scheduling sequence
- Convergence analysis of instrumental variable recursive subspace identification algorithms
- Subspace identification of closed loop systems by the orthogonal decomposition method
- Identification methods in a unified framework
- A novel subspace identification approach with enforced causal models
- Constructing numerically stable Kalman filter-based algorithms for gradient-based adaptive filtering
- On the use of the Subspace Identification Method to identify Mechanical System Properties
- N2SID: nuclear norm subspace identification of innovation models
- scientific article; zbMATH DE number 5774606 (Why is no real title available?)
- Two-stage method based on local polynomial fitting for a linear heteroscedastic regression model and its application in economics
- Consistency of subspace methods for signals with almost-periodic components
- Recursive subspace identification subject to relatively slow time-varying load disturbance
- Subspace identification of Hammerstein-type nonlinear systems subject to unknown periodic disturbance
- Detectability conditions for output-only subspace identification
- Identification of positive real models in subspace identification by using regularization
- Subspace identification with guaranteed stability using constrained optimization
- Nonstationary Consistency of Subspace Methods
- Criteria for informative experiments with subspace identification
- On-line structured subspace identification with application to switched linear systems
- Subspace identification with constraints on the impulse response
- ROBUST SUBSPACE CORRECTION METHODS FOR NEARLY SINGULAR SYSTEMS
- ESTIMATING LINEAR DYNAMICAL SYSTEMS USING SUBSPACE METHODS
- Subspace identification for non-linear systems with measured-input non-linearities
- Bootstrap-based estimates of uncertainty in subspace identification methods
- Subspace identification using instrumental variable techniques
- Subspace identification for continuous-time stochastic systems via distribution-based approach
- Subspace-based identification: Weighting and pre-filtering of instruments
- Guaranteed stability with subspace methods
- Data-driven buck converter model identification method with missing outputs
- Learning linearized models from nonlinear systems under initialization constraints with finite data
- Subspace identification by data orthogonalization and model decoupling
- Finite sample analysis of subspace identification for autonomous stochastic systems
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