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RECURSIVE SUBSPACE IDENTIFICATION FOR CONT1NUGUS-/BISCREIE-TIME STOCHASTIC SYSTEMS

机译：递归子空间识别Cont1Nugus / Biscreie-Time随机系统

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摘要

A recursive algorithm is derived for subspace system identification which is flexible and applicable to continuous/discrete-time, time-invariant/varying stochastic systems. Efficacy of the algorithm is demonstrated by simulations.

机译：导出递归算法，用于子空间系统识别，其灵活且适用于连续/离散时间，时间不变/不同的随机系统。通过模拟证明了算法的功效。

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《IFAC symposium on system identification 》|2004年||共6页
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作者
Akira Ohsumi; Yuji Matsuura; Kentaro Kameyama;
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正文语种
中图分类模式识别与装置 ;
关键词
Subspace identification; recursive algorithm; stochastic system; continuous-time system; time-varying system;

机译：子空间识别;递归算法;随机系统;连续时间系统;时变系统;

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4. RECURSIVE SUBSPACE IDENTIFICATION FOR CONT1NUGUS-/BISCREIE-TIME STOCHASTIC SYSTEMS [C] . Akira Ohsumi, Yuji Matsuura, Kentaro Kameyama IFAC symposium on system identification . 2004

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RECURSIVE SUBSPACE IDENTIFICATION FOR CONT1NUGUS-/BISCREIE-TIME STOCHASTIC SYSTEMS

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