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Subspace algorithms for the stochastic identification problem

✍ Scribed by Peter Van Overschee; Bart De Moor

Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
918 KB
Volume
29
Category
Article
ISSN
0005-1098

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✦ Synopsis

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

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