Title :
Nonstationary consistency of covariance based subspace methods
Author :
Benveniste, Albert ; Mevel, Laurent
Author_Institution :
IRISA/INRIA, Campus de Beaulieu, 35042 Rennes cedex, France.email: albert.benveniste@inria.fr
Abstract :
In this paper we study nonstationary consistency of subspace methods for eigenstructure identification, i.e., the ability of subspace algorithms to converge to the true eigenstructure despite nonstationarities.
Keywords :
Algorithm design and analysis; Convergence; Covariance matrix; H infinity control; Instruments; Linear systems; Poles and zeros; State estimation; Time varying systems; White noise;
Conference_Titel :
Decision and Control, 2005 and 2005 European Control Conference. CDC-ECC '05. 44th IEEE Conference on
Print_ISBN :
0-7803-9567-0
DOI :
10.1109/CDC.2005.1583305
