Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
第36回ISCIE「確率システム理論と応用」国際シンポジウム(2004年11月, 埼玉鳩山)
Recursive Subspace Identification Using A Unified Approach
Y. TakeiH. NantoS. KanaeZ.J. YangK. Wada
著者情報
ジャーナル フリー

2005 年 2005 巻 p. 72-77

詳細
抄録
Using a unified approach, recursive subspace identification algorithms are derived for the MOESP type of subspace methods. The proposed approach is based on the fact that the subspace extraction amounts to computing singular value decomposition of the Schur complement (SC) of the input submatrix in data product moments and the SC can be interpreted as the least squares residuals.
著者関連情報
© 2005 ISCIE Symposium on Stochastic Systems Theory and Its Applications
前の記事 次の記事
feedback
Top