Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
第31回ISCIE「確率システム理論と応用」国際シンポジウム(1999年11月, 横浜)
Comparison of Two Subspace Identification Methods for Combined Deterministic-Stochastic Systems
Hidetoshi KawauchiAlessandro ChiusoTohru KatayamaGiorgio Picci
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2000 年 2000 巻 p. 7-12

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In this paper, we analyze two subspace identification methods. The one is an N4SID-like algorithm which performs poorly in certain conditions where the past signal and future input spaces are nearly parallel. The other method, based on a preliminary orthogonal decomposition of output data space, is more robust and reliable than the first method in critical cases. Numerical results demonstrate a substantial improvement of performance in such a parallel case.
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© 2000 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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