Realization of stochastic systems with exogenous inputs and subspace identification methods

[Communications and Control Engineering]

[Communications and Control Engineering] Subspace Methods for System Identification || Stochastic Realization Theory (1)

✍ Katayama, Tohru 📂 Article 📅 2005 🏛 Springer London 🌐 English ⚖ 413 KB

An in-depth introduction to subspace methods for system identification in discrete-time linear systems thoroughly augmented with advanced and novel results, this text is structured into three parts. Part I deals with the mathematical preliminaries: numerical linear algebra; system theory; stochastic

[Communications and Control Engineering]

[Communications and Control Engineering] Subspace Methods for System Identification || Stochastic Realization Theory (2)

✍ Katayama, Tohru 📂 Article 📅 2005 🏛 Springer London 🌐 English ⚖ 468 KB

An in-depth introduction to subspace methods for system identification in discrete-time linear systems thoroughly augmented with advanced and novel results, this text is structured into three parts. Part I deals with the mathematical preliminaries: numerical linear algebra; system theory; stochastic

Stochastic Analysis of the LMS Algorithm

Stochastic Analysis of the LMS Algorithm for System Identification With Subspace Inputs

✍ Bershad, N.J.; Bermudez, J.C.M.; Tourneret, J.-Y. 📂 Article 📅 2008 🏛 IEEE 🌐 English ⚖ 613 KB

[Communications and Control Engineering]

[Communications and Control Engineering] Subspace Methods for System Identification || Realization of Deterministic Systems

✍ Katayama, Tohru 📂 Article 📅 2005 🏛 Springer London 🌐 English ⚖ 432 KB

An in-depth introduction to subspace methods for system identification in discrete-time linear systems thoroughly augmented with advanced and novel results, this text is structured into three parts. Part I deals with the mathematical preliminaries: numerical linear algebra; system theory; stochastic

Joint estimation and identification for

Joint estimation and identification for stochastic systems with unknown inputs

✍ Pan, Quan; Liang, Yan; Yang, Feng; Lan, Hua; Wang, Zengfu 📂 Article 📅 2013 🏛 The Institution of Engineering and Technology 🌐 English ⚖ 627 KB

[Communications and Control Engineering]

[Communications and Control Engineering] Subspace Methods for System Identification || Stochastic Processes

✍ Katayama, Tohru 📂 Article 📅 2005 🏛 Springer London 🌐 English ⚖ 478 KB

An in-depth introduction to subspace methods for system identification in discrete-time linear systems thoroughly augmented with advanced and novel results, this text is structured into three parts. Part I deals with the mathematical preliminaries: numerical linear algebra; system theory; stochastic