Variance reduction in covariance based realization algorithm with application to closed-loop data

DOI10.1016/j.automatica.2019.108683zbMath1440.93056OpenAlexW2989539225WikidataQ126864776 ScholiaQ126864776MaRDI QIDQ2173903

Yangsheng Hu, Yunfeng Jiang, Raymond A. de Callafon

Publication date: 17 April 2020

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2019.108683

zbMATH Keywords

instrumental variablesubspace methodscovariance functionclosed-loop identificationoptimal weighting matricestwo stage technique

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) System identification (93B30) Multivariable systems, multidimensional control systems (93C35)

Related Items (2)

Noniterative tensor network‐based algorithm for Volterra system identification ⋮ Closed-loop delta-operator-based subspace identification for continuous-time systems utilising the parity space

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