Abstract

Recently proposed algorithms for multivariable system identification by subspace techniques involve the computation of the so-called “oblique projection” to estimate the system order and system matrices. The paper shows that this computation can be performed without actually solving any least-square problems, and that orthogonal transformations only should be applied to the original input-output data sequences. Both deterministic and combined deterministic-stochastic identification problems can be dealt with.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.