scientific article; zbMATH DE number 926766

MaRDI QIDQ4892189zbMATH OpenFDO

Authors Anders Lindquist, Giorgio Picci

Publication date 25 March 1997

zbMATH Keywords

balanced realizationsKalman filteringpositivityspectral factorizationstate space modelsstationary processessubspace methods

Mathematics Subject Classification ID

Geometric methods (93B27) System identification (93B30) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12)

Recommendations

• scientific article; zbMATH DE number 993797
• scientific article; zbMATH DE number 1222385
• Subspace model identification Part 1. The output-error state-space model identification class of algorithms
• scientific article; zbMATH DE number 1090982
• Subspace methods for system identification.

Cited in

(11)

• Approximation problems with the divergence criterion for Gaussian variables and Gaussian processes
• State-space regularization: Geometric theory
• The asymptotic variance of subspace estimates.
• Consistency analysis of some closed-loop subspace identification methods
• Minimum phase properties of finite-interval stochastic realization
• Minimal representations of continuous-time processes having spectral density with zeros in the extended imaginary axis
• scientific article; zbMATH DE number 993797 (Why is no real title available?)
• scientific article; zbMATH DE number 1222385 (Why is no real title available?)
• Consistency of subspace methods for signals with almost-periodic components
• A solution to the global identification problem in DSGE models
• A stochastic realization algorithm via block LQ decomposition in Hilbert space

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4892189)