Numerical algorithm for recursive subspace identification

A subspace recursive identification algorithm is presented. This algorithm is based on a relationship between an estimated Kalman filter sequence and an oblique projection.

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Bibliographische Detailangaben
Hauptverfasser: Delgado, C.J.M., Lopes dos Santos, P., Martins de Carvalho, J.L.
Format: Tagungsbericht
Sprache:eng
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Beschreibung
Zusammenfassung:A subspace recursive identification algorithm is presented. This algorithm is based on a relationship between an estimated Kalman filter sequence and an oblique projection.
ISSN:0191-2216
DOI:10.1109/CDC.1998.758573