“On subspace system identification methods”

Authors: David Di Ruscio and Christer Dalen,
Affiliation: University of South-Eastern Norway
Reference: 2022, Vol 43, No 4, pp. 119-130.

Keywords: System identification, subspace methods, stochastic systems, monte carlo

Abstract: An open and closed loop subspace system identification algorithm DSRe is compared to competitive open loop algorithms, DSR, and N4SID. Additionally, DSRe is compared vs the optimal Prediction Error Method (PEM). Monte Carlo simulations with discrete random state space models are used for testing the subspace identification algorithms in the numerical simulation section.

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  title={{On subspace system identification methods}},
  author={Di Ruscio, David and Dalen, Christer},
  journal={Modeling, Identification and Control},
  publisher={Norwegian Society of Automatic Control}