雑音と入力の無相関性を利用した部分空間同定法

抄録

In this paper, we propose a subspace state-space system identification method considering noise attenuation. In this method, we achieve noise attenuation based on the uncorrelation between input signals and noises, where a large amount of data can be handled with the prescribed size matrices. An illustrative numerical example is given to show the effectiveness of the proposed method.