Experimental evidence showing that stochastic subspace identification methods may fail

DOI10.1016/S0167-6911(98)00020-6MaRDI QIDQ1275161zbMATH OpenFDO

Authors Anders Dahlén, Anders Lindquist, Jørge Mari

Publication date 12 January 1999

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-6911(98)00020-6

zbMATH Keywords

algebraic degreemodel reductionpartial realizationpositive degreepositive realnesssubspace identification

Mathematics Subject Classification ID

System identification (93B30)

Recommendations

• On the ill-conditioning of subspace identification with inputs
• On consistency of subspace methods for system identification
• Subspace identification by data orthogonalization and model decoupling
• Stochastic realization with exogenous inputs and `subspace-methods' identification

Cites work

• Canonical correlation analysis, approximate covariance extension, and identification of stationary time series
• scientific article; zbMATH DE number 3980305 (Why is no real title available?)
• scientific article; zbMATH DE number 3661196 (Why is no real title available?)
• scientific article; zbMATH DE number 3761868 (Why is no real title available?)
• scientific article; zbMATH DE number 193126 (Why is no real title available?)
• scientific article; zbMATH DE number 1090982 (Why is no real title available?)
• scientific article; zbMATH DE number 3365976 (Why is no real title available?)
• Markovian Representation of Stochastic Processes by Canonical Variables
• On the partial realization problem
• On the partial stochastic realization problem
• Predictability and unpredictability in Kalman filtering
• Subspace algorithms for the stochastic identification problem
• The stability and instability of partial realizations
• Time series: theory and methods

Cited in

(5)

• The relation of the CCA subspace method to a balanced reduction of an autoregressive model.
• On the ill-conditioning of subspace identification with inputs
• Asymptotic properties of subspace estimators
• A covariance extension approach to identification of time series
• Minimum phase properties of finite-interval stochastic realization

This page was built for publication: Experimental evidence showing that stochastic subspace identification methods may fail

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1275161)