Combined Deterministic and Stochastic System Identification and Realization: DSR - A Subspace Approach Based on Observations

DOI10.4173/MIC.1996.3.3MaRDI QIDQ4895579zbMATH OpenOpenAlexFDO

Authors David Di Ruscio

Publication date 12 March 1997

Published in Modeling, Identification and Control: A Norwegian Research Bulletin (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.4173/mic.1996.3.3

zbMATH Keywords

Kalman filteridentificationtime seriesprojectionrealizationsubspace methodsMarkov parameters

Mathematics Subject Classification ID

System identification (93B30) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

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• Subspace-based deterministic identification of MIMO linear state-delayed systems
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