Title :
Numerical algorithm for recursive subspace identification
Author :
Delgado, Catarina J M ; dos Santos, P. Lopes ; De Carvalho, J. L Martins
Author_Institution :
Inst. de Sistemas e Robotics, Porto Univ., Portugal
Abstract :
A subspace recursive identification algorithm is presented. This algorithm is based on a relationship between an estimated Kalman filter sequence and an oblique projection
Keywords :
Kalman filters; filtering theory; numerical analysis; recursive estimation; estimated Kalman filter sequence; numerical algorithm; oblique projection; recursive subspace identification; Computational modeling; Equations; Kalman filters; Matrices; Matrix decomposition; Observability; Robots; State estimation; State-space methods; Yield estimation;
Conference_Titel :
Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
Conference_Location :
Tampa, FL
Print_ISBN :
0-7803-4394-8
DOI :
10.1109/CDC.1998.758573
