Displaying similar documents to “Canonical input-output representation of linear multivariable stochastic systems and joint optimal parameter and state estimation.”

Some algorithmic aspects of subspace identificationwith inputs

Alessandro Chiuso, Giorgio Picci (2001)

International Journal of Applied Mathematics and Computer Science

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It has been experimentally verified that most commonly used subspace methods for identification of linear state-space systems with exogenous inputs may, in certain experimental conditions, run into ill-conditioning and lead to ambiguous results. An analysis of the critical situations has lead us to propose a new algorithmic structure which could be used either to test difficult cases andor to implement a suitable combination of new and old algorithms presented in the literature to help...