Subspace algorithms for the stochastic identification problem
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Publication:1802514
DOI10.1016/0005-1098(93)90061-WzbMATH Open0771.93082OpenAlexW4361980065MaRDI QIDQ1802514FDOQ1802514
Authors: Peter Van Overschee, B. De Moor 
Publication date: 21 July 1993
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(93)90061-w
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Cites Work
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- Approximate linear realizations of given dimension via Ho's algorithm
- Balanced Approximation of Stochastic Systems
- Markovian Representation of Stochastic Processes by Canonical Variables
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Cited In (43)
- On the identification of the axial force and bending stiffness of stay cables anchored to flexible supports
- A unifying theorem for three subspace system identification algorithms
- Recursive subspace identification based on instrumental variable unconstrained quadratic optimization
- Subspace identification – a Markov parameter approach
- Subspace identification for continuous-time stochastic systems via distribution-based approach
- A subspace algorithm for simultaneous identification and input reconstruction
- Nuclear norm subspace system identification and its application on a stochastic model of plague
- Rank reduction and volume minimization approach to state-space subspace system identification
- Approximation problems with the divergence criterion for Gaussian variables and Gaussian processes
- Experimental evidence showing that stochastic subspace identification methods may fail
- Algorithms for deterministic balanced subspace identification
- Fast subspace-based system identification: An instrumental variable approach
- Stochastic subspace correction methods and fault tolerance
- Minimum phase properties of finite-interval stochastic realization
- Identification of factor models by behavioural and subspace methods
- Consistency of subspace methods for signals with almost-periodic components
- Identification of positive real models in subspace identification by using regularization
- Subspace-based prediction of linear time-varying stochastic systems
- Extracting a low-dimensional predictable time series
- Identification of regularized models in the linear regression class
- Subspace angles between ARMA models
- An improved bias-compensation approach for errors-in-variables model identification
- Consistency and relative efficiency of subspace methods
- Title not available (Why is that?)
- A note on LQ decomposition in stochastic subspace identification
- Realization of stochastic systems with exogenous inputs and subspace identification methods
- Subspace identification for a stochastic model of plague
- On the ill-conditioning of subspace identification with inputs
- A covariance extension approach to identification of time series
- 4SID: Subspace algorithms for the identification of combined deterministic-stochastic systems
- Canonical correlation analysis, approximate covariance extension, and identification of stationary time series
- Subspace identification with guaranteed stability using constrained optimization
- Multivariable robust control for a 500W self-humidified PEMFC system
- Bootstrap-based estimates of uncertainty in subspace identification methods
- A subspace identification algorithm for descriptor systems
- A stochastic realization algorithm via block LQ decomposition in Hilbert space
- Subspace identification with constraints on the impulse response
- Recursive subspace identification based on principal component analysis
- Sensor fault detection and isolation for wind turbines based on subspace identification and Kalman filter techniques
- The role of vector autoregressive modeling in predictor-based subspace identification
- Subspace-based methods for the identification of linear time-invariant systems
- On the indirect approaches for CARMA model identification
- A new OMA method to perform structural dynamic identification: numerical and experimental investigation
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