Blind multivariable ARMA subspace identification

DOI10.1016/J.AUTOMATICA.2015.12.005zbMATH Open1335.93134OpenAlexW2233520125MaRDI QIDQ254512FDOQ254512

Authors: Chengpu Yu, Michel Verhaegen 

Publication date: 8 March 2016

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2015.12.005

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zbMATH Keywords

blind identificationcross-relation equationstate-space representation

Mathematics Subject Classification ID

White noise theory (60H40) Identification in stochastic control theory (93E12)

Cites Work

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• Subspace algorithms for the identification of multivariable dynamic errors-in-variables models
• Blind identifiability of IIR systems
• Acoustic MIMO signal processing
• Blind maximum likelihood identification of Hammerstein systems
• Blind system identification using precise and quantized observations
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• Minimal Bases of Rational Vector Spaces, with Applications to Multivariable Linear Systems
• Filtering and System Identification
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• A subspace algorithm for certain blind identification problems
• Blind MIMO-AR System Identification and Source Separation With Finite-Alphabet
• Blind Identification of Multi-Channel ARMA Models Based on Second-Order Statistics
• Deterministic Blind Identification of IIR Systems With Output-Switching Operations
• Blind Channel and Source Estimation in Networked Systems
• Blind identification of non-minimum phase ARMA systems
• Blind channel estimation and equalization in wireless sensor networks based on correlations among sensors

Cited In (14)

• Hierarchical Newton iterative parameter estimation of a class of input nonlinear systems based on the key term separation principle
• Blind identification of non-minimum phase ARMA systems
• Distributed identification based partially-coupled recursive generalized extended least squares algorithm for multivariate input-output-error systems with colored noises from observation data
• Nuclear norm subspace system identification and its application on a stochastic model of plague
• Modeling a nonlinear process using the exponential autoregressive time series model
• Fitting the exponential autoregressive model through recursive search
• Data filtering based maximum likelihood extended gradient method for multivariable systems with autoregressive moving average noise
• The hierarchical iterative identification algorithm for multi-input-output-error systems with autoregressive noise
• Distributionally robust fault detection design and assessment for dynamical systems
• Subspace identification of Hammerstein model with unified discontinuous nonlinearity
• Detectability conditions for output-only subspace identification
• Kalman filtering based gradient estimation algorithms for observer canonical state-space systems with moving average noises
• Blind identification of polynomial matrix fraction via independent component analysis
• Identification of affinely parameterized state-space models with unknown inputs

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