Fast subspace-based system identification: An instrumental variable approach

DOI10.1016/0005-1098(94)00162-CzbMath0840.93022OpenAlexW1999013684WikidataQ127676133 ScholiaQ127676133MaRDI QIDQ1898499

Thomas Kailath, Young Man Cho

Publication date: 4 July 1996

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(94)00162-c

zbMATH Keywords

instrumental variabledisplacement structuresubspace-based identification

Mathematics Subject Classification ID

Related Items (2)

Bootstrap-based estimates of uncertainty in subspace identification methods ⋮ Recursive subspace identification of linear and nonlinear Wiener state-space models

Uses Software

• Matlab

Cites Work

• Fast recursive identification of state space models via exploitation of displacement structure
• 4SID: Subspace algorithms for the identification of combined deterministic-stochastic systems
• Subspace model identification Part 1. The output-error state-space model identification class of algorithms
• Fast identification of state-space models via exploitation of displacement structure
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