Subspace identification for continuous-time stochastic systems via distribution-based approach

DOI10.1016/S0005-1098(01)00190-XMaRDI QIDQ5953541zbMATH OpenFDO

Authors Akira Ohsumi, Kentaro Kameyama, Ken-Ichi Yamaguchi

Publication date 2 February 2003

Published in Automatica (Search for Journal in Brave)

zbMATH Keywords

system identificationrandom distributionstochastic state space modelsgeneralized random function

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

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Cites work

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• scientific article; zbMATH DE number 3056109 (Why is no real title available?)
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• A unifying theorem for three subspace system identification algorithms
• Continuous-time approaches to system identification - a survey
• Continuous-time frequency domain subspace system identification
• Identification of the deterministic part of MIMO state space models given in innovations form from input-output data
• On consistency of subspace methods for system identification
• On covariance function tests used in system identification
• Stochastic theory of continuous-time state-space identification.
• Subspace algorithms for the stochastic identification problem
• Subspace model identification Part 1. The output-error state-space model identification class of algorithms
• Subspace model identification Part 2. Analysis of the elementary output-error state-space model identification algorithm
• Subspace-based methods for the identification of linear time-invariant systems
• Time domain synthesis via Poisson moment functionals

Cited in

(13)

• Distribution-based identification of yield coefficients in a baker's yeast bioprocess
• A combined invariant-subspace and subspace identification method for continuous-time state-space models using slowly sampled multi-sine-wave data
• Subspace identification for continuous-time errors-in-variables model from sampled data
• Nuclear norm subspace identification based on Laguerre filters
• Subspace-based prediction of linear time-varying stochastic systems
• Nuclear norm-based recursive subspace prediction of time-varying continuous-time stochastic systems via distribution theory
• Stochastic theory of continuous-time state-space identification.
• Realization of stochastic systems with exogenous inputs and subspace identification methods
• Continuous-time Laguerre-based subspace identification utilising nuclear norm minimisation
• Closed-loop delta-operator-based subspace identification for continuous-time systems utilising the parity space
• Recursive subspace identification of continuous-time systems using generalized Poisson moment functionals
• Differentiation similarities in fractional pseudo-state space representations and the subspace-based methods
• Stochastic system transformation using generalized orthonormal basis functions with applications to continuous-time system identification

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