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Algorithms for deterministic balanced subspace identification

✍ Scribed by Ivan Markovsky; Jan C. Willems; Paolo Rapisarda; Bart L.M. De Moor


Book ID
118425957
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
278 KB
Volume
41
Category
Article
ISSN
0005-1098

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A new subspace algorithm consistently identifies stochastic state space models directly from given output data, using only semi-infinite block Hankel matrices.