Journal Article10.1016/0005-1098(94)90230-5
N4SID: subspace algorithms for the identification of combined deterministic-stochastic systems
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TL;DR: Two new N4SID algorithms to identify mixed deterministic-stochastic systems are derived and these new algorithms are compared with existing subspace algorithms in theory and in practice.
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About: This article is published in Automatica. The article was published on 03 Jan 1994. The article focuses on the topics: Probabilistic analysis of algorithms & State space.
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Citations
Joint Design of Model-Subspace based State-Space Identification and Control
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