P. Van Overschee
Katholieke Universiteit Leuven
30 Papers
252 Citations
P. Van Overschee is an academic researcher from Katholieke Universiteit Leuven. The author has contributed to research in topics: System identification & Subspace topology. The author has an hindex of 13, co-authored 30 publications. Previous affiliations of P. Van Overschee include National Fund for Scientific Research & Stanford University.
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Papers
Subspace algorithms for the stochastic identification problem
P. Van Overschee,B. De Moor +1 more
- 11 Dec 1991
TL;DR: In this article, the authors derive a novel algorithm to consistently identify stochastic state space models from given output data without forming the covariance matrix and using only semi-infinite block Hankel matrices.
Subspace identification of bilinear systems subject to white inputs
TL;DR: The authors generalize linear subspace Identification theory to an analog theory for the subspace identification of bilinear systems and shows that most of the properties of linear sub space identification theory can be extended to similar properties for bilinears systems.
164
Model-free subspace-based LQG-design
W. Favoreel,B. De Moor,P. Van Overschee,Michel Gevers +3 more
- 01 Jan 1999
TL;DR: In this paper, a subspace-based linear quadratic Gaussian controller (LQG-controller) is proposed to calculate a finite-horizon LQG controller, which replaces the three steps of the controller design, i.e. system identification, Kalman filter and LQ-control design, by a QR-and a SV-decomposition.
94
Two subspace algorithms for the identification of combined deterministic-stochastic systems
P. Van Overschee,B. De Moor +1 more
- 01 Jan 1992
TL;DR: Two new subspace algorithms for identifying mixed deterministic-stochastic systems are derived and these state sequences are shown to be outputs of nonsteady-state Kalman filter banks.
92