Stochastic system transformation using generalized orthonormal basis functions with applications to continuous-time system identification

DOI10.1016/J.AUTOMATICA.2011.01.059MaRDI QIDQ540190zbMATH OpenOpenAlexFDO

Authors Yoshito Ohta

Publication date 1 June 2011

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2011.01.059

zbMATH Keywords

Gaussian processesstochastic systemssubspace methodssystem identificationtransformations

Mathematics Subject Classification ID

Transformations (93B17) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12)

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Cites work

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• A function space approach to sampled data control systems and tracking problems
• A unifying theorem for three subspace system identification algorithms
• Hankel singular values and vectors of a class of infinite-dimensional systems: Exact Hamiltonian formulas for control and approximation problems
• scientific article; zbMATH DE number 1022658 (Why is no real title available?)
• scientific article; zbMATH DE number 3191538 (Why is no real title available?)
• Identification of the deterministic part of MIMO state space models given in innovations form from input-output data
• Minimal partial realization from generalized orthonormal basis function expansions
• Orthonormal Basis Functions in Time and Frequency Domain: Hambo Transform Theory
• Realization of input-output maps using generalized orthonormal basis functions
• Reducing the dimensions of data matrices involved in LPV subspace identification methods
• Shift Operator Induced Approximations of Delay Systems
• Stochastic theory of continuous-time state-space identification.
• Subspace identification for continuous-time stochastic systems via distribution-based approach
• Subspace model identification Part 1. The output-error state-space model identification class of algorithms

Cited in

(6)

• A combined invariant-subspace and subspace identification method for continuous-time state-space models using slowly sampled multi-sine-wave data
• Wiener system identification with generalized orthonormal basis functions
• Realization of input-output maps using generalized orthonormal basis functions
• scientific article; zbMATH DE number 1462752 (Why is no real title available?)
• From lifting to system transformation
• A unified transform for LTI systems --- presented as a (generalized) frame

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