Asymptotic variance of subspace methods by data orthogonalization and model decoupling: a comparative analysis

DOI10.1016/j.automatica.2004.05.009zbMath1075.93039OpenAlexW2035452816MaRDI QIDQ705468

Alessandro Chiuso, Giorgio Picci

Publication date: 31 January 2005

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2004.05.009

zbMATH Keywords

subspace identificationstatistical analysisorthogonal decompositionasymptotic error covariancesblock-decoupled parametrizationexogenous inputsjoint model parametrizationstochastic realizationstochastic state-space identification

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Realizations from input-output data (93B15)

Related Items

The role of vector autoregressive modeling in predictor-based subspace identification ⋮ Subspace identification by data orthogonalization and model decoupling

Cites Work

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