Subspace-based identification: Weighting and pre-filtering of instruments

DOI10.1016/S0005-1098(01)00235-7MaRDI QIDQ5960314zbMATH OpenFDO

Authors Tony Gustafsson

Publication date 15 December 2002

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0005-1098(01)00235-7

zbMATH Keywords

instrumental variable 4SID frameworkpre-filterssubspace identificationweighting matrices

Mathematics Subject Classification ID

System identification (93B30)

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Cites work

• A linear regression approach to state-space subspace system identification
• Analysis of state space system identification methods based on instrumental variables and subspace fitting
• Analysis of the asymptotic properties of the MOESP type of subspace algorithms
• scientific article; zbMATH DE number 1090982 (Why is no real title available?)
• 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
• Realization of stochastic systems with exogenous inputs and subspace identification methods
• Regression and the Moore-Penrose pseudoinverse
• Subspace-based methods for the identification of linear time-invariant systems

Cited in

(8)

• Subspace identification for closed-loop 2-D separable-in-denominator systems
• Variance reduction in covariance based realization algorithm with application to closed-loop data
• Analysis of state space system identification methods based on instrumental variables and subspace fitting
• Closed-loop subspace identification using the parity space
• A novel subspace identification approach with enforced causal models
• Constructing numerically stable Kalman filter-based algorithms for gradient-based adaptive filtering
• Subspace identification using instrumental variable techniques
• A linear regression approach to state-space subspace system identification

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