The asymptotic variance of subspace estimates.
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Cites work
- scientific article; zbMATH DE number 47363 (Why is no real title available?)
- scientific article; zbMATH DE number 193126 (Why is no real title available?)
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- 4SID: Subspace algorithms for the identification of combined deterministic-stochastic systems
- Analysis of state space system identification methods based on instrumental variables and subspace fitting
- Analysis of the asymptotic properties of the MOESP type of subspace algorithms
- Canonical correlation analysis, approximate covariance extension, and identification of stationary time series
- Choice of state-space basis in combined deterministic-stochastic subspace identification
- Identification of the deterministic part of MIMO state space models given in innovations form from input-output data
- On consistency of subspace methods for system identification
- On covariance function tests used in system identification
- On jointly stationary feedback-free stochastic processes
- On the ill-conditioning of subspace identification with inputs
- Realization of stochastic systems with exogenous inputs and subspace identification methods
- Representations of jointly stationary stochastic feedback processes†
- Some facts about the choice of the weighting matrices in Larimore type of subspace algorithms
- Stochastic realization with exogenous inputs and `subspace-methods' identification
- Subspace model identification Part 2. Analysis of the elementary output-error state-space model identification algorithm
- Unit canonical correlations between future and past
Cited in
(16)- Fixed-domain asymptotics for variograms using subsampling
- Asymptotic variance of subspace methods by data orthogonalization and model decoupling: a comparative analysis
- Statistical estimation of a subspace in a complex space
- Linear parameter-varying subspace identification: a unified framework
- ESTIMATING LINEAR DYNAMICAL SYSTEMS USING SUBSPACE METHODS
- Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms
- Numerical conditioning and asymptotic variance of subspace estimates
- A novel subspace identification approach with enforced causal models
- Parameterization and identification of multivariable state-space systems: a canonical approach
- Subspace identification by data orthogonalization and model decoupling
- On the ill-conditioning of subspace identification with inputs
- System identification methods for (operational) modal analysis: review and comparison
- Asymptotic properties of subspace estimators
- On the behavior of large empirical autocovariance matrices between the past and the future
- Covariance analysis in SISO linear systems identification
- The role of vector autoregressive modeling in predictor-based subspace identification
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