The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
In this paper the effect of some weighting matrices on the asymptotic variance of the estimates of linear discrete time state space systems estimated using subspace methods is investigated. The analysis deals with systems with white or without observed inputs and refers to the Larimore type of subspace procedures. The main result expresses the asymptotic variance of the system matrix estimates in...
The so-called subspace methods for direct identification of linear models in state space form have drawn considerable interest recently. They have been found to work well in many cases but have one drawback - they do not yield consistent estimates for data collected under output feedback. The present paper points to the reasons for this. We stress how the basic idea is to focus on the estimation...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.