Subspace identification for continuous-time stochastic systems via distribution-based approach
This paper describes an approach for system identification of continuous-time stochastic state space models from random input-output continuous data. The basic idea is to adopt the concept of random distribution in the sense of Itô-Schwartz or the generalized random function by Gel'fand and Vilenkin. The authors describe the derivatives of (non-differentiable) stochastic processes in the sense of distributions and construct the input-output algebraic relationship by using the differential information produced in the distribution sense. A comparison with other approaches employing the filters is discussed.
- Stochastic theory of continuous-time state-space identification.
- Subspace identification for continuous-time errors-in-variables model from sampled data
- Continuous-time frequency domain subspace system identification
- Stochastic realization with exogenous inputs and `subspace-methods' identification
- scientific article; zbMATH DE number 1222385
- 4SID: Subspace algorithms for the identification of combined deterministic-stochastic systems
- A unifying theorem for three subspace system identification algorithms
- Continuous-time approaches to system identification - a survey
- Continuous-time frequency domain subspace system identification
- scientific article; zbMATH DE number 1090982 (Why is no real title available?)
- scientific article; zbMATH DE number 3220706 (Why is no real title available?)
- scientific article; zbMATH DE number 3187905 (Why is no real title available?)
- scientific article; zbMATH DE number 3056109 (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
- 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
- Subspace identification for continuous-time errors-in-variables model from sampled data
- Nuclear norm-based recursive subspace prediction of time-varying continuous-time stochastic systems via distribution theory
- Realization of stochastic systems with exogenous inputs and subspace identification methods
- 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
- Differentiation similarities in fractional pseudo-state space representations and the subspace-based methods
- Subspace-based prediction of linear time-varying stochastic systems
- Stochastic theory of continuous-time state-space identification.
- Nuclear norm subspace identification based on Laguerre filters
- 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
- Stochastic system transformation using generalized orthonormal basis functions with applications to continuous-time system identification
- Recursive subspace identification of continuous-time systems using generalized Poisson moment functionals
This page was built for publication: Subspace identification for continuous-time stochastic systems via distribution-based approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5953541)
