Recursive subspace identification based on principal component analysis

MaRDI QIDQ3500569zbMATH OpenFDO

Authors Yue-Ping Jiang, Hai-Tao Fang

Publication date 3 June 2008

zbMATH Keywords

principal component analysisstate-space modelsrecursive least squaresrecursive subspace identification

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Identification in stochastic control theory (93E12)

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Cited in

(5)

• Recursive subspace identification based on instrumental variable unconstrained quadratic optimization
• A subspace identification algorithm for descriptor systems
• Recursive principal component analysis for model order reduction with application in nonlinear Bayesian filtering
• On the Relation Between CCA and Predictor-Based Subspace Identification
• The Role of Principal Angles in Subspace Classification

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