N2SID: nuclear norm subspace identification of innovation models

DOI10.1016/j.automatica.2016.05.021zbMath1344.93035arXiv1501.04495MaRDI QIDQ311894

Mohammad Hasan, M. Dambrine

Publication date: 13 September 2016

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.04495

zbMATH Keywords

optimization; structural constraints; innovation state space models; subspace system identification

Mathematics Subject Classification ID

90C25: Convex programming

93B30: System identification

93C35: Multivariable systems, multidimensional control systems

93C55: Discrete-time control/observation systems

93E12: Identification in stochastic control theory

Uses Software

• System Identification Toolbox
• Daisy