Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
第35回ISCIE「確率システム理論と応用」国際シンポジウム(2003年10月, 宇部)
A Numerical Aspect of Recursive Subspace Algorithm for Time-varying Systems
KENTARO KAMEYAMAAKIRA OHSUMI
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2004 年 2004 巻 p. 199-204

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Recently, many researches for recursive 4SID algorithms have been proposed, including authors' work [7]. Recursive algorithm is desirable for the identification of time-varying systems. However, the construction of input and output data matrices is essentially important from the computational point of view. In this paper, the effectiveness of our proposed method [7] is demonstrated by comparing with other method employing forgetting factor in data matrices.
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© 2004 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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