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A Framework for Subspace Identification Methods
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A Framework for Subspace Identification Methods

Abstract

Similarities and differences among various subspace identification methods (MOESP, N4SID and CVA) are examined by putting them in a general regression framework. Subspace identification methods consist of three steps: estimating the predictable subspace for multiple future steps, then extracting state variables from this subspace and finally fitting the estimated states to a state space model. The major differences among these subspace …

Authors

Shi R; MacGregor JF

Volume

5

Pagination

pp. 3678-3683

Publisher

Institute of Electrical and Electronics Engineers (IEEE)

Publication Date

January 1, 2001

DOI

10.1109/acc.2001.946206

Name of conference

Proceedings of the 2001 American Control Conference. (Cat. No.01CH37148)