scientific article; zbMATH DE number 1136458

zbMATH Open0897.93059MaRDI QIDQ4381643FDOQ4381643

Authors: David Di Ruscio 

Publication date: 19 October 1998

Title of this publication is not available (Why is that?)

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zbMATH Keywords

system identificationtime series analysissubspace methodsstate-space methodsstochastic and deterministic systems

Mathematics Subject Classification ID

System identification (93B30) Identification in stochastic control theory (93E12)

Cited In (9)

• Identification of both closed- and open-loop stochastic system while stabilizing it.
• Asymptotic variance of subspace methods by data orthogonalization and model decoupling: a comparative analysis
• Combined Deterministic and Stochastic System Identification and Realization: DSR - A Subspace Approach Based on Observations
• A parametric estimation method for dynamic factor models of large dimensions
• Identification of stable models in subspace identification by using regularization
• Subspace identification by data orthogonalization and model decoupling
• A note on LQ decomposition in stochastic subspace identification
• Subspace identification for a stochastic model of plague
• Some algorithmic aspects of subspace identification with inputs

Uses Software

• System Identification Toolbox

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