Title :
User choices in subspace algorithms
Author :
Bauer, D. ; Deistler, M. ; Scherrer, W.
Author_Institution :
Univ. of Technol., Wien, Austria
Abstract :
In this paper certain subspace methods for the identification of linear systems are considered. In subspace methods, for example, the truncation indices and the weighting matrices have to be chosen by the user. In this contribution the effect of such choices on the asymptotic properties of the estimates is analyzed
Keywords :
identification; linear systems; matrix algebra; asymptotic properties; identification; linear systems; subspace algorithms; truncation indices; user choices; weighting matrices; Algorithm design and analysis; Eigenvalues and eigenfunctions; Equations; Linear systems; Observability; State estimation; Technological innovation; Transfer functions; White noise;
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.1998.760772