Some facts about the choice of the weighting matrices in Larimore type of subspace algorithms-Reference-Cited by-同舟云学术

Some facts about the choice of the weighting matrices in Larimore type of subspace algorithms

Published:2002-05 Issue:5 Volume:38 Page:763-773
ISSN:0005-1098
Container-title:Automatica
language:en
Short-container-title:Automatica

Author:

Bauer Dietmar,Ljung Lennart

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Control and Systems Engineering

Reference12 articles.

1. Bauer, D. (1998). Some asymptotic theory for the estimation of linear systems using maximum likelihood methods or subspace algorithms. Ph.D. thesis, TU Wien.

2. Analysis of the asymptotic properties of the MOESP type of subspace algorithms;Bauer;Automatica,2000

3. Consistency and asymptotic normality of some subspace algorithms for systems without observed inputs;Bauer;Automatica,1999

4. Bauer, D., Deistler, M., & Scherrer, W. (2000). On the impact of weighting matrices in subspace algorithms. Proceedings of the IFAC conference ‘SYSID’ 2000, Santa Barbara, CA.

5. The statistical theory of linear systems;Hannan,1988

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