ONLINE AND OFF-LINE IDENTIFICATION OF LINEAR STATE-SPACE MODELS

[1] STOCHASTIC THEORY OF MINIMAL REALIZATION [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) : 667 - 674

[2] MARKOVIAN REPRESENTATION OF STOCHASTIC-PROCESSES BY CANONICAL VARIABLES [J]. SIAM JOURNAL ON CONTROL, 1975, 13 (01): : 162 - 173

[3] REALIZATION AND REDUCTION OF MARKOVIAN MODELS FROM NONSTATIONARY DATA [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1981, 26 (06) : 1225 - 1231

[4] De Moor B., 1988, SINGULAR VALUE DECOM, P161

[5] Golub G. H., 2013, MATRIX COMPUTATIONS, V3

[6] Guidorzi R., 1974, Automatic Control Theory and Applications, V2, P63

[7] HO BL, 1966, REGELUNGSTECHNIK, V14, P454

[8] Hotelling H, 1936, BIOMETRIKA, V28, P321, DOI 10.2307/2333955

[9] Kailath T., 1980, LINEAR SYSTEM THEORY

[10] KALMAN RE, 1982, SYSTEM IDENTIFICATIO

[1] STOCHASTIC THEORY OF MINIMAL REALIZATION [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) : 667 - 674

[2] MARKOVIAN REPRESENTATION OF STOCHASTIC-PROCESSES BY CANONICAL VARIABLES [J]. SIAM JOURNAL ON CONTROL, 1975, 13 (01): : 162 - 173

[3] REALIZATION AND REDUCTION OF MARKOVIAN MODELS FROM NONSTATIONARY DATA [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1981, 26 (06) : 1225 - 1231

[4] De Moor B., 1988, SINGULAR VALUE DECOM, P161

[5] Golub G. H., 2013, MATRIX COMPUTATIONS, V3

[6] Guidorzi R., 1974, Automatic Control Theory and Applications, V2, P63

[7] HO BL, 1966, REGELUNGSTECHNIK, V14, P454

[8] Hotelling H, 1936, BIOMETRIKA, V28, P321, DOI 10.2307/2333955

[9] Kailath T., 1980, LINEAR SYSTEM THEORY

[10] KALMAN RE, 1982, SYSTEM IDENTIFICATIO