Consistency of subspace methods for signals with almost-periodic components

DOI10.1016/j.automatica.2011.08.059zbMath1244.93163OpenAlexW2018471564MaRDI QIDQ445091

Giorgio Picci, Martina Favaro

Publication date: 24 August 2012

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2011.08.059

zbMATH Keywords

subspace identificationfrequency estimationalmost periodic signalspurely deterministic processesstatistical consistency

Mathematics Subject Classification ID

Frequency-response methods in control theory (93C80) Identification in stochastic control theory (93E12)

Related Items

Empirical Bayes identification of stationary processes and approximation of Toeplitz spectra, Realization and identification of autonomous linear periodically time-varying systems

Cites Work

• Statistical analysis of novel subspace identification methods
• On covariance function tests used in system identification
• On the ill-conditioning of subspace identification with inputs
• Asymptotic properties of subspace estimators
• Subspace algorithms for the stochastic identification problem
• Consistency and relative efficiency of subspace methods
• Canonical correlation analysis, approximate covariance extension, and identification of stationary time series
• Analysis of the asymptotic properties of the MOESP type of subspace algorithms
• Spectral Analysis of Signals: The Missing Data Case
• Approximate linear realizations of given dimension via Ho's algorithm
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