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

DOI10.1016/S0005-1098(01)00190-XzbMATH Open1004.93043MaRDI QIDQ5953541FDOQ5953541

Authors: Akira Ohsumi, Kentaro Kameyama, Ken-Ichi Yamaguchi 

Publication date: 2 February 2003

Published in: Automatica (Search for Journal in Brave)

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• scientific article; zbMATH DE number 1222385

zbMATH Keywords

system identificationrandom distributionstochastic state space modelsgeneralized random function

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

Cites Work

• On covariance function tests used in system identification
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• Title not available (Why is that?)
• Subspace model identification Part 1. The output-error state-space model identification class of algorithms
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• Continuous-time frequency domain subspace system identification
• On consistency of subspace methods for system identification
• Identification of the deterministic part of MIMO state space models given in innovations form from input-output data
• 4SID: Subspace algorithms for the identification of combined deterministic-stochastic systems
• Title not available (Why is that?)
• Subspace-based methods for the identification of linear time-invariant systems
• A unifying theorem for three subspace system identification algorithms
• Subspace algorithms for the stochastic identification problem
• Continuous-time approaches to system identification - a survey
• Subspace model identification Part 2. Analysis of the elementary output-error state-space model identification algorithm
• Stochastic theory of continuous-time state-space identification.
• Time domain synthesis via Poisson moment functionals

Cited In (13)

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

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