Recursive Implementation of 4SID Prediction for Stochastic Time-varying Systems
Author:
Affiliation:
1. Department of Mechanical and System Engineering, Graduate School of Science and Technology, Kyoto Institute of Technology
Publisher
The Institute of Systems, Control and Information Engineers
Subject
General Medicine
Link
https://www.jstage.jst.go.jp/article/sss/2005/0/2005_96/_pdf
Reference10 articles.
1. [1] Favoreel, W., De Moor, B., and Gevers, M. (1999). SPC: Subspace Predictive Control, Proc. 14th IFAC World Congress, Beijing, pp.235-240.
2. [2] Kameyama, K., and A. Ohsumi (2004). Prediction of Discrete-time Time-varying Systngem via 4SID Method, Proc. 2004 SICE Annual Conf., Sapporo, pp. 1378-1383.
3. [3] Van Overschee, P., and B. De Moor (1996). Subspace System Identification for Linear Systems, Kluwer Academic Pub., Boston.
4. [4] Verhaegen, M., and P. Dewilde (1992). Subspace Model Identification Part 1: The Output error State-space Model Identification Class of Algorithms, Int. J. Control, vol. 56, no. 5, pp.1187-1210.
5. [5] Ohsumi, A., K. Kameyama, and K.-I. Yamaguchi (2002). Subspace Identification for Continuous-time Stochastic Systems via Distribution-based Approach, Automatica, vol. 38, pp.63-79.
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