Subspace Identification - Reducing Uncertainty on the Stochastic Part
نویسنده
چکیده
Subspace identification algorithms are user friendly, numerical fast and stable and they provide a good consistent estimate of the deterministic part of a system. The weak point is the stochastic part. The uncertainty on this part is discussed below and methods to reduce it is derived.
منابع مشابه
SUBSPACE IDENTIFICATION - REDUCING UNCERTAINTY ON THE STOCHASTIC PART Torben
Subspace identification algorithms are user friendly, numerical fast and stable and they provide a good consistent estimate of the deterministic part of a system. The weak point is the stochastic part. The uncertainty on this part is discussed below and methods to reduce it is derived.
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