Recursive Subspace Identification Based on Rank-<i>k</i> Modification
نویسندگان
چکیده
منابع مشابه
Recursive subspace identification based on instrumental variable unconstrained quadratic optimization
The problem of the recursive formulation of the MOESP class of subspace identification algorithms is considered and two novel instrumental variable approaches are introduced. The first one leads to an RLS-like implementation, the second to a gradient type iteration. The relative merits of both approaches are analysed and discussed, while simulation results are used to compare their performance ...
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ژورنال
عنوان ژورنال: Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
سال: 2002
ISSN: 2188-4730,2188-4749
DOI: 10.5687/sss.2002.210