Consistency analysis of subspace identification methods based on a linear regression approach
نویسندگان
چکیده
منابع مشابه
Consistency analysis of subspace identification methods based on a linear regression approach
In the literature results can be found which claim consistency for the subspace method under certain quite weak assumptions. Unfortunately, a new result gives a counter example showing inconsistency under these assumptions and then gives new more strict su$cient assumptions which however does not include important model structures such as, e.g. Box}Jenkins. Based on a simple least-squares appro...
متن کاملConsistency analysis of subspace identi"cation methods based on a linear regression approach
In the literature results can be found which claim consistency for the subspace method under certain quite weak assumptions. Unfortunately, a new result gives a counter example showing inconsistency under these assumptions and then gives new more strict su$cient assumptions which however does not include important model structures such as, e.g. Box}Jenkins. Based on a simple least-squares appro...
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System identiication of linear dynamical systems using so-called subspace methods consists of two main steps. First, a signal subspace estimate is found. This usually corresponds to estimating the range space of the extended observability matrix. Then the system parameters are estimated from the subspace estimate. The main result of this note is explicit excitation conditions on the input signa...
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ژورنال
عنوان ژورنال: Automatica
سال: 2001
ISSN: 0005-1098
DOI: 10.1016/s0005-1098(00)00125-4