Consistency of subspace methods for signals with almost-periodic components

DOI10.1016/J.AUTOMATICA.2011.08.059MaRDI QIDQ445091zbMATHOpenAlexFDO

Authors Martina Favaro, Giorgio Picci

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

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

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Cites work

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• scientific article; zbMATH DE number 3244325 (Why is no real title available?)
• Analysis of the asymptotic properties of the MOESP type of subspace algorithms
• Approximate linear realizations of given dimension via Ho's algorithm
• Asymptotic properties of subspace estimators
• Canonical correlation analysis, approximate covariance extension, and identification of stationary time series
• Consistency and relative efficiency of subspace methods
• On covariance function tests used in system identification
• On the ill-conditioning of subspace identification with inputs
• Spectral analysis of signals. The missing data case.
• Statistical analysis of novel subspace identification methods
• Subspace algorithms for the stochastic identification problem

Cited in

(3)

• Exploration of substitution of repeated mode subspaces for closely spaced mode subspaces
• Empirical Bayes identification of stationary processes and approximation of Toeplitz spectra
• Realization and identification of autonomous linear periodically time-varying systems

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